Question 3 (1 point) Suppose the risk-free asset has a 5% return and the expected return on the investor's tangency portfolio is 12% with a standard deviation of 20%. A portfolio consisting of 30% of the risk-free asset and 70% of the tangency portfolio: O Has the expected return of 9.9% and standard deviation of return of 14% Has the expected return of 7.1% and standard deviation of return of 6% Has the expected return of 9.9% and standard deviation of return of 6% a **