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You invest $100 in a risky asset with an expected rate of return of 0.11...

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You invest $100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a Tbill with a rate of return of 0.03. a. What percentages of your money must be invested in the risky asset and the risk-free asset, respectively, to form a portfolio with an expected return of 0.08? b. 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 0.08? c. What is the slope of the capital allocation line formed with the risky asset and the risk-free asset

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