The Maximum Sharpe Ratio Portfolio (e.g., Market Portfolio) has expected return of = 10% and risk of () = 20%. The risk-free rate is = 2%.

a) How much should you invest in the risk-free asset w and the market portfolio 1-w to achieve a return of = 8%.

b) How much should you invest in the risk-free asset w and the market portfolio 1-w to achieve a return of = 4%.

c) What is the risk (e.g., ()) of a portfolio that will achieve a return of = 6%?