3. Depending on the development of the economy in a period of T = 1 year, the returns of two stocks X and Y can vary as follows: Scenario W1 Probability 0.3 0.3 0.4 Reto, X 10% -5% 1% Reto,tY 16% -8% -0.5% W2 W3 For a portfolio a consisting only of shares of stock X and of stock Y, (a) compute the weight of each stock so that the expected return of the portfolio is 0.02; (b) compute the volatility (risk) of the portfolio return for the portfolio with the obtained weights