Consider the following two inefficient portfolios $x$ and $Y$ : Expected Return on portfolio $x=10\%$ Standard Deviation of $x=2\mathrm{.}50\%$ Expected Return on portfolio $Y=13\mathrm{.}5\%$ Standard Deviation of $Y=2\%$ If Portfolio X$\text{'}$s return $4\%$ below the Capital Market Line $($CML$)$ and Portfolio Y$\text{'}$s return is $1\%$ above the CML$,$ a$)$ What is the risk$-$free rate? b$)$ What is the sharpe Ratio of market portfolio? c$)$ Hence, determine the expected return for a well$-$diversified portfolio with risk $($standard deviation$)$ of $4\%$