Salmon T. Lapia is an investor with mean-variance preferences. She invests a portion of her wealth in a risky asset P with an expected rate of return of 15% and a standard deviation of 20%, and she puts the remainder of her wealth in a riskless Treasury bill that pays 5%. Let C denote this complete portfolio. (a) If Salmon's risk aversion parameter, A, is 3.5, compute the portfolio weights for portfolio C. (b) Calculate the expected return and the standard deviation of portfolio C