The risk-free asset has a return of 2.5% and there are two risky assets in the market: Asset A has an expected return of 5% and standard deviation of 2.5%; Asset B has an expected return of 7.5% and a standard deviation 5%. The correlation of returns between the two risky assets is +0.5. If you invest only in the risk-free asset and asset A, what proportions would you invest to generate a portfolio with an expected return of 10%? How would you construct a portfolio of the risk-free asset and Asset B with an expected return of 10%? Which of these two portfolios would dominate? Check by comparing the risk positions of the two portfolios