(10 points) In a small market there are only 2 risky assets. You are given the following information. 004 D (i) The covariance matrix of the 2 risky assets is as follows B = corre Stock 1 Stock 2 Stock 1 0.4 -0.02 Stock 2 -0.02 0.02 (ii) The expected returns of Stock 1 and Stock 2 are 20% and 5%, respectively. (iii) The risk-free interest rate is 3%. The optimal risky portfolio is consisted of of Stock 1 and Stock 2 & 11.345 of