You are considering investing $1,000 in a risk free government T-bill that pays 4% and an optimal risky portfolio, H. Constructed with 2 risky securities, Equity X and Equity Y. Equity X has an expected rate of return of 12% and a standard deviation of 15%, and Equity has an expected rate of return of and a standard deviation of 10%. The correlation coefficient between Equity X and Equity Y is 0.1. In the optimal risky portfolio H the weight allocation for Equity X and Equity Y are 30% and 70% respectively. a) For the optimal risky portfolio H, what are its expected return and standard deviation? (Use symbol "S" as standard deviation and "S2" as variance, show your steps of calculations) b) What would be the dollar value of your position in Equity X Equity and the t.bills, respectively, if you are an investor with a coefficient of risk aversion (A) of 3? (Show your steps of calculations)