You are tasked with constructing a portfolio from the following two assets: cash and the stock of Company X. Cash has an expected return of 0% and a volatility of 0%. Company Xs stock has an expected return of 10% and a volatility of 15%. Assume the two assets have a correlation of 0. Give the weights, expected return, and volatility for the following optimal portfolios:

a) Maximum expected return

b) Minimum volatility

c) Expected return of 4%