II. Problems (40 points) Answer each of the questions below completely. Show all your work. 13. (8 points) You own a portfolio of $10,000. The portfolio is composed of a risky asset with an expected rate of return of 12% and a standard deviation of 10%, and a Treasury bill with a rate of return of 5%. (a) If you want your portfolio to have a standard deviation of 8%, how much money should be invested in the Treasury bill? (b) What is the Sharpe ratio (also known as the reward-to-variability ratio) in this case