3) Consider a market that consists of only two assets, A and B. The risk-free rate, :7, is 3% and the expected return of the market, EU"), is 13%. Some properties of the individual assets are given in the table below [with p denoting the correlation coefcient and w denoting the asset's weight in the market portfolio]: Asset w a 02 pLA p"; 0.4 0.2 0.04 1 0.3 0.6 0.5 0.25 0.3 1