Question3 a. Suppose Yachi Industries has a beta of 1.2. The expected return on a market portfolio is 10%, and risk free rate is 4%. What is the expected return of Yachi? (5) b" Ifyou want to diversify your investment risk, so you decide to invest 40% of your money in Yachi, and rest of your money in a government bond (risk-free). If you know the standard deviation of Yachi is 10%, what is your portfolio standard deviation