Suppose that all the assumption of CAPM hold. This means the optimal portfolio to invest in is a combination of the market portfolio and the risk-free asset. Suppose that the risk-free rate is 4%, that the expected return of the tangency portfolio is 20%. a. Suppose that you want a portfolio with a standard deviation of 10%. What percentage of your total portfolio should be in the tangency portfolio and what is the expected return of the resulting total portfolio? b. Now suppose you want to put 40% of your portfolio in the risk-free asset. What is the resulting portfolio's expected return and standard deviation