Suppose the mean-variance efficient portfolio (MVEP) has an expected return of E(RMVEP)=18% and a standard deviation of (RMVEP)=16%. There is a risk-free asset with Rf=2% Suppose you want to construct a portfolio p that has the same expected return of a certain asset (call it asset 1) but has the lowest standard deviation possible for this level of expected return. The expected return on asset 1 is E(R1)=14% and its standard deviation is (R1)=13%. For the efficient portfolio p, what is the weight on the mean-variance efficient portfolio (MVEP)? (If your solution is 13.24%, please enter 0.1324 in the box.) Question 1b What is the standard deviation of your efficient portfolio p ? (If your solution is 13.24%, please enter 0.1324 in the box.) You can use the box below to write your reasoning to question 1a and 1b