2. You are considering investing $1,000 in a T-bill that pays 2% and 2 risky securities, A and B. Stock A has an expected rate of return of 12% and standard deviation of 20%, and stock B has an expected rate of return of 18% and a standard deviation of 25%. These two stocks have a correlation coefficient equal to 0.2. You wish to hold a portfolio that has an expected rate of return equal to 15%.. a. Find the expected return on the optimum risk portfolio formed by stocks A and B. b. Draw the Capital Allocation Line of this optimum risky portfolio. Indicate the vertical/horizontal axis variables, the slope and the intercept. c. What would be the dollar value of your positions in stock A, stock B, and the T- bills, respectively, in order to have the most efficient position yield an expected return of 15%