2. Suppose there are 2 stocks in the market. The returns on stocks A and C are not correlated. a Build a portfolio with an expected return of 10% b Suppose that the maximum risk you can afford to take is 20%. Build a portfolio that achieves this target. What is the expected return of this portfolio? c Suppose that there is an investor with low tolerance for risk. Construct a minimum variance portfolio (MPV) for this investor. What is the expected return of this minimum variance portfolio