QUESTION 2 As the manager of the investment fund Buy and Hold, you are a true believer in CAPM. On your computer screen you have all the information you need to make your investment decisions: the mean return to LuSE has been 12%, the rate of return of government bonds has been 3.5%, and the standard deviation of returns to LuSE is 21%. (a) One of your best clients, Mr. Banda, wants to invest in a portfolio with an expected return of 15% and the lowest possible risk. What is the composition of this portfolio? What is the risk (standard deviation) of this portfolio? (11 marks)