5. Suppose that there are only two risky assets, 1 and 2, in the economy and the mean-variance frontier is constructed from these two risky assets. No risk-free asset is available. Furthermore, we have r~[r~1r~2]N([12],[12121,2121,222]) 1 where 1=2. Without loss of generality, you can assume zero correlation between the two assets, i.e., 1,2=0. Note also that the normality assumption is not necessary for this problem. (a) Suppose that investor A believes that the "market portfolio" is WA=[W1AW2A] while investor B believes that the "market portfolio" is WB=[W1BW2B] and WA=WB. Given these facts, what beta value will each investor calculate for assets 1 and 2