Suppose that you can invest in either a risk-free asset with a return of 0.05 or in a risky asset with expected return 0.13 and standard deviation 0.24. a) How much should you invest in each in order to get an expected return of 0.1? b) What would be the standard deviation of the portfolio in (a)? c) Explain how one could construct a leveraged portfolio with an expected return of 0.18. Provide explicit numbers. d) What would be the standard deviation of the portfolio in (c)?