Your friend asks for investment advice. Currently, she has $10 million invested in a portfolio that has an expected return of 5.0% and a volatility of 7.0%. Suppose the risk-free rate is 1.0%, and the market (tangent) portfolio has an expected return of 10.0% and a volatility of 9.5%. Assume that the CAPM holds and she can only invest in the market portfolio and/or US Treasuries (i.e., the risk-free asset). To maximize her expected return without increasing her volatility, which portfolio would you recommend? Specifically, how much money would you recommend her to invest in Treasuries and how much in the market portfolio?