Question 2: (30 points). You have 2 assets in your economy: risk-free asset and market (tangent) portfolio. Risk-free return equals to 2% per year. Expected return of market portfolio equals to 8%, and standard deviation is 0.25. 2.1. You construct a portfolio by combining risk-free asset and tangent portfolio. What is the standard deviation of your portfolio, if you invest 60% of your total assets in the market portfolio? 2.2. Compute Sharpe ratio of your portfolio when you invest 60% in market