5. (10 points) You are given the following information about stocks A and B: E(%)-15% E(%) = 10% PAB0.8 You have $20,000 to invest. (a) Find the expected rate of return and variance on a portfolio consisting of the optimal weights for A and B. (b) Suppose you would like to invest an additional $5,000 in the portfolio consisting of A and B. If there is a risk-free asset that has a rate of return of 5%, explain how you would do this. What is the rate of return and variance on this investment