the risk free asset has a return of 5%. the market portfolio has an expected return of 20% and a standard deviation of 40%. a portfolio that hold both assets had an expected return of 27.5%. this portfolio also has

1.a stabdard deviation larger than 40%

2.a nevative weight in the risk dree asset

3. a postive weight in the risk free asset

2 only

3 only

1 only

1 and 3 only

1 and 2 only