Suppose that the risk-free rate is 5% and the expected return and the information regarding Intel and Microsoft returns is given by the following: 2_ 0.0225 0 __ 0.1 0 0.04 'T 0.12 Note: In the above we assume that the rst security is Intel; thus, for example, the variance of Intel is 0.0225 (a) Describe the return as a function of the standard deviation for the optimal portfolios that combine only Intel and Microsoft, that is, a) (b) Describe the return as a function of the standard deviation for the optimal portfolios that combine the three assets, that is portfolios that also include the riskfree asset