a$)$ Assume we have three assets in the portfolio, with market values of $$200,$$$500,$ and $$300.$ Assume that $E(R_1)=3\%,E(R_2)=5\%,$ and $E(R_3)=6\%.$ The entire portfolio has a market worth of $$1000.$ Determine the expected return on the portfolio.

b$)$ Suppose that you have $$4000$ to invest in two stocks, say, stocks $1$ and $2,$ which have current share prices of $$50\mathrm{.}25$ and $$45\mathrm{.}20,$ respectively. From an analysis of historical data of the two stocks, suppose that:

${}_1=9\%,{}_2=12\%,{}_1=10\%,{}_2=14\%,=-0\mathrm{.}4$

where these are annualized percentages. Using these two stocks, create an efficient portfolio that has an expected annual return rate of $25\%.$