You are evaluating various investment opportunities currently available and you have calculated expected returns and standard deviations for five different well$-$diversified portfolios of risky assets:

Portfolio Expected Return Standard Deviation

Q $8\mathrm{.}9\%11\mathrm{.}0\%$

R $10\mathrm{.}913\mathrm{.}3$

S $5\mathrm{.}44\mathrm{.}7$

T $11\mathrm{.}618\mathrm{.}9$

U $6\mathrm{.}47\mathrm{.}8$ If you are only willing to make an investment with $\backslash$sigma $=7\mathrm{.}7\%,$ is it possible for you to earn a return of $7\mathrm{.}7$ percent? Do not round intermediate calculations. Round your answer to one decimal place.

Expected portfolio return: $\%$

It possible to earn an expected return of $7\mathrm{.}7\%$ with a portfolio whose standard deviation is $7\mathrm{.}7\%.$

What is the minimum level of risk that would be necessary for an investment to earn $7\mathrm{.}7$ percent? Do not round intermediate calculations. Round your answer to one decimal place.

$\%$

What is the composition of the portfolio along the CML that will generate that expected return? Round your answers to four decimal places.

wMKT:

wrisk$-$free asset:

Suppose you are now willing to make an investment with $\backslash$sigma $=17\mathrm{.}9\%.$ What would be the investment proportions in the riskless asset and the market portfolio for this portfolio? Use a minus sign to enter negative values, if any. Round your answers to four decimal places.

wMKT:

wrisk$-$free asset:

What is the expected return for this portfolio? Round your answer to one decimal place.