3 Question 3 Given generic asset 1, with expected return Hi and risk 01, and generic asset 2, with expected return 12 and risk 02, let 01,2 be the covariance between the two assets. 1. Derive the formulas for a generic proper portfolio an expected return and risk as a function of asset 1 weight of 2. if the proper portfolio has an expected return of 0.15, what is the proportion invested in asset 1