If the risk free rate is 4% and the market portfolio consists of 3 stocks with following details: Stock Standard deviation 20% Proportion 30% A Expected return 10% 15% 12% B 30% 50% 20% 20% The correlation coefficient between rate of returns of A and B is 0.5, B and C is 0.2, C and A is -0.2. Find: a. the expected rate of return of the market portfolio. b. standard deviation of the rate of return of the market portfolio. c. the efficient way to invest if one desires to get 11% expected rate of return. d. the standard deviation of the rate of return associated with the portfolio in part (c)