Given the following expected return vector and variance-covariance ma- trix for three assets: 10.1 210 60 0 7.8 and T = 60 90 0 5.0 0 0 0 and given the fact that Pie Traynor's risky portfolio is split 50-50 be- tween two risky assets: (a) Which security of the three must be the risk-free asset? Why? (b) Calculate the expected return and standard deviation of Pie's portfolio. (c) If the riskfree asset makes up 25% of Pie's total portfolio, what is the total portfolio expected return and standard deviation