Question 12 1 pts Using your Investment Theory expertise, you have determined that, based on the set of available risky assets, the tangent portfolio has expected return 11.5% and volatility 17%. You decide to invest in a complete portfolio involving the tangent portfolio and the risk-free asset. Specifically, you are willing to take enough risk so that the expected return of your portfolio doubles the expected return of the tangent portfolio. To do so, you need to borrow some funds from your broker (assume that you can borrow at the risk-free rate). If your initial capital is $8000 and the risk-free rate is 1.5%, how much do you need to borrow from your broker in order to achieve your goal? $ 9200.00 O $ 8916.00 $ 10259.00 $ 9777.00 Question 13 1 pts Select ALL of the below statements that are TRUE. In the context of CAPM, all investors hold the same risky portfolio. The beta of the risk-free asset is O. The Mutual Fund Theorem says that mutual funds outperform the market. If the average risk aversion of all investors increases, then the market risk premium increases