3. 12 pts Suppose that the risk-free return is R - 5% and consider the portfolios constructed from the two risky securities with expected returns, standard deviations of returns, and correlation between the two returns given in the following table. H: -6% 01 -0.12 P12 - 0.20 H2-4% 0-0.10 Let s denote the weight of the risky security #1 in the portfolio V. Find the function y(s) that yields, when maximized, the value of s for the market portfolio M. [DO NOT maximize the function g(s).]