\ POINTS. 22. Suppose that all the assumptions of CAFII hold. This means the optimal portfolio to invest in is a combination of the market portfolio and the risk- free asset Suppose th` the risk- free rate is that the expected return of the tangent, portola lie_ the market portfolio ) is & and that the standard deviation of the tangent , partto``` 20% 2. SUPPOSE that you want & portfolio with standard deviation of ios. What percentage of your total portfolio should be the urgent, portals and what is the expected return of the resulting total portfolio ?` D. NOW SUPPOSE you Want to put A `` of your total portfolio in the risk- free BISSELL What is the resulting portfolio's expected return and standard deviation