the correct answer is highlighted in yellow. please with a detailed solution.

Find the allocation of a portfolio and a risk-free security: Assume you have constructed an optimal risky portfolio that consists of the following asset classes: The optimal portfolio has an expected return of 11% and an annualized standard deviation of 18%. There are also risk-free (money market) investment available that offer a 3% return. You have $500,000 to invest and you are now more risk adverse. You are wanting to reduce your overall volatility (standard deviation) to 12.6%. If you decide to allocate your money between the optimal portfolio and cash, how will your $500,000 be allocated in order to achieve an overall volatility of 12.6% ? What is the corresponding expected return of your decision? LargeStocks=$140,000CorpBonds=$122,500Mid-CapStocks=$87,500MoneyMarket=$150,000 Expected return is equal to 8.6 %