(d) Verify your resu subject to an expected value of return of 7.5%. ation problem 6 19. Consider four risky assets with expected rates of return Mi = 0.08, 2 = 0.1, 1, 0.05, M4 = 0.02, variances o? = 0.03, 02 = 0.04, 03 = 0.02,04 = 0.006, and on Variances 12 = 0.001, 613 = -0.002, 014 = -0.004, 023 = -0.0002, 024 = 0,031- -0.005. There is a risk-free asset with rate of return rf = 0.015. (a) Find the risky fund M which can be combined with the risk-free asset. (b) Find the combined portfolio that will give you the best expected rate of return for given risk (defined by the std of the combined portfolio) of oc = 0.03. Calculate the expected rate of return