Suppose there are two risky assets, C and D, the tangency portfolio is 65 % C and 35 % D, and the expected return and standard deviation of the return on the tangency portfolio are 5 % and 7 %,...

Suppose there are two risky assets, C and D, the tangency portfolio is 65 % C and 35 % D, and the expected return and standard deviation of the return on the tangency portfolio are 5 % and 7 %, respectively. Suppose also that the risk-free rate of return is 1.5 %. If you want the standard deviation of your return to be 5 %, what proportions of your capital should be in the risk-free asset, asset C, and asset D?