What are the assumptions used in Capital Asset Pricing Model? Explain briefly. (b) Bedkot Securities manages a risky portfolio with expected rate of return 16 percent and standard deviation 20 percent. The risk free rate of return is 5 percent. You are a risk averse investor with 4 risk aversion index (A). Suppose you decided to form an optimal investment portfolio consisting of risky assets that Bedkot manages and risk free asset. (i) What is the proportion of investment in risky assets that optimizes your portfolio? (ii) What is the expected value and standard deviation of the rate of return on your optimized portfolio