2 Assume that expected returns and standard deviations for all seeurities (including the riskfree rate for borrowing and lending) are known. In this case all investors will have the same optimal risky portfolio. {True or false?) {(1.5 Point} 3 The standard deviation of the portfolio is alvv-ajt-s equal to the weighted average of the standard deviations of the assets in the portfolio. {True or false?) {Uni Point}