3. Consider two risky securities. Denote by Ki the return on the first security and by K2 the return on the second security. Suppose there are two possible scenarios wi and w2, with the returns on the two securities in each scenario given as follows: Scenario Probability K1 K2 -10% -3% 0.50 20% 12% W1 u2 0.50 6. Use the same data as in Problem 3. Determine whether there is a feasible portfolio V constructed frorn both securities such that the risk v is less than each of the risks 1 and 2. Does this portfolio involve short-selling? If short-selling is not allowed, determine the weights in the portfolio with minimum risk. 3. Consider two risky securities. Denote by Ki the return on the first security and by K2 the return on the second security. Suppose there are two possible scenarios wi and w2, with the returns on the two securities in each scenario given as follows: Scenario Probability K1 K2 -10% -3% 0.50 20% 12% W1 u2 0.50 6. Use the same data as in Problem 3. Determine whether there is a feasible portfolio V constructed frorn both securities such that the risk v is less than each of the risks 1 and 2. Does this portfolio involve short-selling? If short-selling is not allowed, determine the weights in the portfolio with minimum risk