Investors maximize expected return subject not to exceeding the maximum variance of their portfolio they are willing to tolerate. a) (1 point) There are 2 assets available: Asset 1 Asset 2 Expected return 4% 40% Standard deviation 0 20% respectively. Compute the capital market line. b) (1 point) There are 2 assets available: Asset 3 Asset 4 Expected return 5% 25% Standard deviation 0 15% respectively. Compute the capital market line. c) (1 point) You, as an investor, decide that the maximum standard deviation you can tolerate is 10%. Would you prefer to have access to Assets 1 and 2 OR to Assets 3 and 4? Please explain your answer.