15 points. Consider the following information about the common stocks of company A, company B, the market portfolio, and the riskless asset. The assumptions of the CAPM hold. 1. Fill out the empty cells. Show your calculations. 2. A portfolio P is an equal-weighted portfolio of stocks A and B. That is, a portfolio with weights: wA=0.5 and wB=0.5. Portfolio P has a standard deviation of 15%. (a) What is the expected return of portfolio P? (b) What is the beta of portfolio P? (c) What is the correlation between stocks A and B