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You are constructing a portfolio consisting of an Exchange Traded Fund (ETF) and T-bills. The T-bill rate is 3%. The ETF has an expected return of 11% and a standard deviation of 22%. You decide that you want the maximum return subject to the following constraint: the standard deviation of the portfolio must not exceed 13%. a) How much should you invest in the ETF? [5 marks] b) What is the expected return on the portfolio?[5 marks)