15) Suppose you can form portfolios using only two stocks. Stock H and stock M. with the following characteristics: E(1x) = 17%, E(rw) = 12%. Phm = 0.2, 0h = 30%, Om = 20% a. Find the portfolio weight on stock H that gives you a two-stock portfolio with an expected return equal to 15%. (4 points) b. Find the portfolio weight on stock H that gives you a two-stock portfolio that has a standard deviation of 25%. (4 points)