can you explain how dis we solve this question

12. If you were to use only the two risky funds and still require an expected return of 12%, what would be the investment proportions of your portfolio? Compare its standard deviation to that of the optimal portfolio in the previous problem. What do you conclude? ( LO64) Using only the stock and bond funds to achieve a mean of 12%, we solve: 12=15wS+9(1wS)=9+6wSwS=.5 Investing 50% in stocks and 50% in bonds yields a mean of 12% and standard deviation of: p=[(.5021,024)+(.502529)+(2.50.50110.4)]1/2=21.06% The efficient portfolio with a mean of 12% has a standard deviation of only 20.61%. Using the CAL reduces the standard deviation by 45 basis points