Consider the following information regarding a portfolio consisting of two REITs: weight in REIT A=60%; weight in REIT B=40%; beta of REIT A=0.50; beta of REIT B=1.50; standard deviation of REIT A returns =5.00% per year; standard deviation of REIT B the expected return of the market portfolio =8.00% per year; and the riskfree rate of return =2.00% per year. Assuming you can borrow and lend at the riskfree rate, can you combine the riskfree asset and the above portfolio of REITs such that this new portfolio has an approximate expectec REITS). If you can, what percentage of this new portfolio's total funds should you invest in the riskfree asset (hint: this weight will be negative, implying you are borrowing in order to invest additional funds in the REIT portfolio)? (Answer in percentage points rounded to the nearest percentage point) \begin{tabular}{l|r|r|} & REIT portfolio & \multicolumn{2}{|c|}{ Riskfree asset } \\ \hline weight & & \\ \hline expected return & 7.40% & 2% \\ \hline std dev & 3% & 0% \\ \hline port vari & & \\ \hline std dev & & \\ \hline expected return & 0.00% & \\ \hline \end{tabular}