Consider two risky assets with the following characteristics: Standard deviation of returns Asset A 20% 30% Asset B 12% 20% Suppose also that the correlation coefficient between Asset A and Asset B is equal to 0.3, and that the lending and borrowing rate (namely, the risk-free rate) is equal to 5%. Calculate: a) The expected returns of the tangency portfiolio; b) the standard deviation of returns of the tangency portfolio; c) the slope of the efficient frontier