2. Consider you are investing in the market portfolio and risk free bond. The expected return of the market portfolio is 14% and its standard deviation is 18% while the risk free rate is 4%. a. If you invest 40% in the market portfolio and the rest in the risk free bond, what will be the expected return and standard deviation? b. If your portfolio has the expected return of 12%, what is the portfolio weight of the market portfolio? What is the standard deviation of your portfolio return? c. If you want a portfolio with expected return of 20%, what percentage of your investment should be invested in the market portfolio? What percentage of your investment should you invest in the risk free bond? 2. Consider you are investing in the market portfolio and risk free bond. The expected return of the market portfolio is 14% and its standard deviation is 18% while the risk free rate is 4%. a. If you invest 40% in the market portfolio and the rest in the risk free bond, what will be the expected return and standard deviation? b. If your portfolio has the expected return of 12%, what is the portfolio weight of the market portfolio? What is the standard deviation of your portfolio return? c. If you want a portfolio with expected return of 20%, what percentage of your investment should be invested in the market portfolio? What percentage of your investment should you invest in the risk free bond