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%?

b. How can you create a portfolio of these two assets which has an expected return of 22%? How much money is invested in each asset?