MetaSuppose that a risky portfolio P has an expected return of $16\%$ and return standard deviation of $10\%,$ and suppose that the T$-$bill rate is $8\%.$ Answer the following questions about efficient portfolios:

A$.$ What is the expected return and standard deviation of a portfolio that is entirely invested in the T$-$bill?

B$.$ What is the expected return and standard deviation of a portfolio that has $50\%$ of its wealth in the T$-$bill and $50\%$ in portfolio P$?$

C$.$ What is the expected return and standard deviation of a portfolio that has $125\%$ of its wealth in the risky portfolio P$,$ financed by borrowing $25\%$ of its wealth at the risk$-$free rate? This means that for every dollar of your money you put into the portfolio, you invest $$1\mathrm{.}25$ in P$,$ where the extra $$0\mathrm{.}25$ comes from a loan taken at the risk$-$free rate.

D$.$ What are the weights for investing in the risk$-$free asset and the risky portfolio P that produce a standard deviation for the entire portfolio that is twice the standard deviation of portfolio P$?$ What is the expected return on that portfolio?