Suppose I tell you that the mean-variance efficient portfolio(MVEP) has an expected return of E(RMVEP) = 14.5% and a standard deviation (RMVEP) = 16.5%and there is a risk-free asset with Rf= 5%. Suppose you want to construct a portfolio that has the same expected return of a certain asset (call it asset 1) but has the lowest standard deviation possible for this level of expected return. The expected return on asset 1 is E(R1) = 10% and its standard deviation is (R1) = 15%.What (efficient) portfolio p should you hold? What is the standard deviation of this portfolio?