Suppose the Reward-to Variability ratio of the best feasible CAL is 0.46. This has been achieved by combining following risky assets and risk-free assets:

Asset	Expected Return	Std Dev
A	20%	30%
B	12	15
Risk-free asset	8%	0
The correlation between A and B is 0.10

You require that your portfolio yields and expected return of 20% and should locate on the best feasible CAL.

1-What is the std. dev. of your portfolio?

2-What is the proportion invested in risk-free assets, and risk assets A, and B respectively?