[6 marks] Consider four portfolios A, B, C, D constructed by investing in stock 1 with expected return return E[r]=10%, stock 2 with expected return E[ra]=15% and a risk-free asset with return 5%. The portfolios have the following expected returns E[r] and standard deviations o: A B D E[r] 7.65% 10.3% 10.1% 7.3% 5.15% 10.3% 12.2% 5.15% o It is known that one of these portfolios is a tangency portfolio, and the minimum variance portfolio (i.e., a portfolio of only stock 1 and stock 2 that has the lowest variance among all portfolios of stock 1 and stock 2) has a standard deviation of 9.9%. Identify the tangency portfolio and its weights