5. Consider a market that consists of two risky assets and a risk-free asset. Respectively, the mean vector and the covariance matrix are given by 0.040.050.06,00000.42(0.4)20(0.4)20.42. (a) (5pts) Find the tangency portfolio if =0.5. (b) (5pts) Can =1 ? Explain your answer. 5. Consider a market that consists of two risky assets and a risk-free asset. Respectively, the mean vector and the covariance matrix are given by 0.040.050.06,00000.42(0.4)20(0.4)20.42. (a) (5pts) Find the tangency portfolio if =0.5. (b) (5pts) Can =1 ? Explain your