You are considering investing in a T-bill that pays 5% and a risky portfolio, P, with an expected rate of return of 15% and variance of 0.0324. 2

(1) If you want to form a portfolio with an expected rate of return of 10%, what percentages of money must you invest in the T-bill, and the risky portfolio respectively? Please express your final answer in % and keep two decimal places.

(2) If you want to form a portfolio with an return standard deviation of 13%, what percentages ofmoney must you invest in the T-bill, and the risky portfolio respectively?Please express your final answer in % and keep two decimal places.