Mr. Thomas has just inherited $ 1000,000. He could either invest his money in the bank which gives a return of 4% or invest in shares of Monopoly Corp which is the only company in the market. Shares of Monopoly Corp offer an average return of 12% and a risk of 10%.

a) If Mr. Thomas wants a return of 10%, how much money does he need to invest in shares ?

b) Calculate the risk of his investment strategy.