You came into some money and you want to invest it. You've done your research and strongly believe that you should focus on just two assets T-Billa and Russell 3000. T-Bills have a mean return of 2% per year and are generally considered riskless. Russell 3000 has a mean return of 11% per year and a return volatility of 20% per year. Your goal is to find the portfolio of these two assets that will maximize your happiness function: (Portfolio mean return) - 0.5 (Portfolio return volatility)? The following questions will help you find the optimal portfolio that maximizes this happiness function. Suppose that the weight of your portfolio in Russell 3000 is x. This means that the weight of your portfolio in T-Bills is going to be 1 - X. Q1: Calculate the portfolio mean return as a function of Portfolio mean return equals (Convert percentages to decimals. For instance, instead of 5% write 0.05) Q2: Calculate the portfolio return volatility as a function of x. Portfolio return volaltity equals 1 (Convert percentages to decimals. For instance, instead of 5% write 0.05) Q3: Find the optimal portfolio allocation, x, in Russell 3000. The optimal portfolio allocation in Russell 3000 is x = (Convert percentages to decimals. For instanco, instead of 5% write 0.05) 04. Would the optimal portfolio allocation in 23 change if you cannot borrow (neither the weight in Russell 3000 nor the veight in T-Bills are allowed to be negative)? O A Yes B. No Click to select your answer(s)