Suppose that the S&P 500 index has mean of E(r) = 0.16 and standard deviation of (rm) 0.10. The risk-free rate is r = 0.08. = 1. (10pts) What is the expected return and standard deviation of a portfolio that is totally invested in the risk-free rate 2. (10pts) What is the expected return and standard deviation of a portfolio that has weight = 0.5 on the risk-free rate and 1 = 0.5 in the S&P 500 index? 3. (10pts) What are the weights on a portfolio, co for investing in the risk-free rate and 1 - for investing in the S&P 500 index, that produce a standard deviation that is 0.04? What is the expected return on that portfolio?