You can invest in two assets: stock K which has an expected return of 20% and a standard deviation of 30% and the risk free which has an expected return of 6%. You have $20,000 to invest.

a. How can you create a portfolio with an expected return of 17%? What would be theportfolio standard deviation?

b.How can you create a portfolio of these two assets which has an expected return of22%?How much money is invested in each asset?