Consider the following properties of the returns of asset P: Asset E(r) P 15% 22% In addition, there exists a risk-free asset that has a return rate of 7%. 1. Plot the capital allocation line for a portfolio that includes the asset P and the risk-free asset. 2. Plot the risk-return indifference curves for a portfolio that has a 65% weight on asset P and 35% weight on the risk-free asset, when the coefficient of risk aversion is a = 1.2, a = 2.5, = 3.8. 3. How risk averse an investor must be for the portfolio that has a 65% weight on asset P and 35% weight on the risk-free asset to be optimal?