Problem 4 (30pt): You are planning to invest $10,000 in three different assets: two risky assets and one risk-free asset. The characteristics of the two risky assets are as follows: and the correlation coefficient between the returns of the two risky assets is found to be =0.2. The risk-free asset (Asset C) provides a return of 5\%. You want to ensure that your portfolio yields an expected return of 10% and is on the CAL determined by the optimal risky portfolio. (a) (15pt) How much should you invest in Assets A, B, and C, respectively (in dollars)? (b) (5pt) What is the standard deviation of your portfolio return (in a percentage)? (c) (10pt) Suppose that all assumptions for the CAPM hold and that the market portfolio yields an expected return of 7% and a standard deviation of 10%. Then, what is the correlation coefficient between the returns of your portfolio and the market portfolio