3 . There are only two investors and two risky assets ( Stock A and B ) in the market . The investors are Mr. Black and Mrs White . Mr . Black invests 6 billion dollars on Stock A. $ 4 billion on Stock B and $ 1 billion on risk- free bank deposit while Mis White spends* $7.5 billion buying stock A, $5 billion buying $ and $10 billion on risk- free bank deposit . The returns of A and Bare as follows :" A B Expected Return %/} 10 15 Standard Deviation "/` 10 20 The correlation between two returns is O . i) What is the market portfolio ( of risky assets ) ? in) Suppose the CAPM holds , what is the risk- free return in equilibrium ? li ) What are the numerical equations for the CMIL and SMIL of the market ?" IV ) Draw the diagrams of CML and SMIL. DO Asset A and B lic on them ?"