Suppose that a risky portfolio P has an expected retum of 16% and return standard deviation of 10%, and suppose that the T-bill rate is 8%. Answer the following questions about efficient portfolios: A. What is the expected return and standard deviation of a portfolio that is entirely invested in the T-bill? B. What is the expected return and standard deviation of a portfolio that has 50% of its wealth in the T bill and 50% in portfolio P ? C. What is the expected return and standard deviation of a portfolio that has 125% of its wealth in the risky portfolio P, financed by borrowing 25% of its wealth at the risk-free rate? This means that for every dollar of your money you put into the portfolio, you invest $1.25 in P, where the extra $0.25 comes from a loan taken at the risk-free rate. D. What are the weights for investing in the risk-free asset and the risky portfolio P that produce a standard deviation for the entire portfolio that is twice the standard deviation of portfolio P ? What is the expected return on that portfolio