Your portfolio consists of a full investment in just one stock, Apple. The stock has an expected return of 17.25% and volatility of 31%. Suppose further that the tangency portfolio has an expected return of 12% and a volatility of 22%. Also, assume that the risk-free rate is 2%. What is the lowest possible volatility of an alternative investment that has the same expected return as your investment? What are the portfolio weights of this alternative investment on each one of its elements? You need to explain how you got to your final answers in all cases in order to get points for this question.