Your uncle holds a portfolio consisting of a 25% allocation to a (risk-free) money market account that earns 3% per year and a 75% allocation to an ETF that tracks a broad stock index. Suppose you are informed that the standard deviation of the portfolio return equals 20% per year and the portfolio's Sharpe ratio is 0.4 Your uncle would like to alter his allocations to the ETF and risk-free asset to target a standard deviation of 30% per year. 4. What is the expected return on the new/adjusted portfolio? (1 point) 5. What is the Sharpe ratio of the new/adjusted portello? (1 point)