Suppose, a passive portfolio, that is, one invested in a risky portfolio that mimics the DSE Broad Index (DSEX), yields an expected rate of return of 13% with a standard deviation of 25%. As a portfolio manager at LankaBangla Finance Limited, you manage an active portfolio with expected return 18% and standard deviation 28%. The risk-free rate is 8%. Now suppose one of your client is considering whether to switch the 70% of her capital that is currently invested in your fund to the passive portfolio. (ii) If your client wanted to earn the same expected rate of return as in (i), what proportion of her capital would have been invested in your actively managed fund? And in that case, what would be the risk of her complete portfolio?