You invest 100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a UK Gilt with a rate of return of 0.05. 1. What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.06? 2. How can you form a portfolio that has an expected outcome of 115? 3. Critically evaluate why Sharpe ratio is the appropriate index for the performance measurement