Optimal Portfolio: There are three assets you can invest your money in: A riskless bond with a return of 4%, a risky bond with a return of 5% and a standard deviation of 2%, and a risky stock with a return of 9% and a standard deviation of 4%. The coefficient of correlation between the returns of the two risky assets is .08 . a. 20 points: If you were trying to build the best possible risky portfolio, what percentage of your money would you put in each of the risky assets? What would be the expected return and standard deviation of this risky portfolio? b. 10 points: Would two investors with very different risk aversions agree that the portfolio you built in Part A is optimal? Why or why not? c. 10 points: If you have a coefficient of risk aversion of 1.9 , what would be the best way to split your money between the portfolio in Part A and the riskless asset