Part a.) What alternatuve investment has the lowest possible volatility while having the same expected return as Amazon? What is the volatility of this investment? (Round to the nearest dollar)

Part b.)What invesymebt has the highest possible expected return while having the same volatility as Amazon? What is the expected return of this investment?

*Round all intermediate calculations to at least five decimal places

Your investment portfolio consists of $10,000 invested in only one stock-Amazon. Suppose the risk-free rate is 6%, Amazon stock has an expected return of 14% and a volatility of 39%, and the market portfolio has an expected return of 10% and a volatility of 16%. Under the CAPM assumptions, a. What alternative investment has the lowest possible volatility while having the same expected return as Amazon? What is the volatility of this investment? b. What investment has the highest possible expected return while having the same volatility as Amazon? What is the expected return of this investment? Hint Make sure to round all intermediate calculations to at least five decimal places. a. What alternative investment has the lowest possible volatility while having the same expected return as Amazon? To create an alternative investment that has the lowest possible volatility while having the same expected return as Amazon, we use the following strategy Sell: \$orth of Amazon stock. (Round to the nearest dollar.) Borrow: $ at the risk-free rate. (Round to the nearest dollar.) Buy: $ worth of the market portfolio. (Round to the nearest dollar.) Buy: $ worth of the risk-free investment. (Round to the nearest dollar.)