Suppose you can invest in two mutual funds, S and B, and a risk free asset. You have the following info rmation: E {rs} = 12%, os% = 18%, E {re} = D 4%, G8 = 10%, ps, 8 = D 0.2, and rr3D 2%. You also know that the weights of the optimal risky portfolio are Xs0 = D 0.763 and Xe9%3D 0.237. a. ) Consider only the two risky assets. How would you allocate% 241,000,000 to achieve an expected return of 5%? What is the standard deviation of this portfolio? b. ) What are the expected return and standard deviation of the optimal risky portfolio? C.) How would you allocate $ 1,000,000 across the three assets to achieve an efficient portfolio with an expected return of 5%? What is the resulting portfolio's standard deviation?