The risk-free rate is 0%. The market portfolio has an expected return of 20% and a volatility of 20%. You have $100 to invest. You decide to build a portfolio P which invests in both the risk-free investment and the market portfolio. a. How much should you invest in the market portfolio and the risk-free investment if you want portfolio P to have an expected return of 40%? b. How much should you invest in the market portfolio and the risk-free investment if you want portfolio P to have a volatility of 10%? Instead of investing in the market portfolio, you decide to invest in individual stocks. After some research, you decide to invest all your $100 in AMDs stock because you really like its CEO. AMD has a volatility of 40%. AMDs return has a correlation of 0.8 with the market portfolio. c. What is AMDs beta with the market?