(a) In an economy there are 2 risky assets X and Y and a risk-free asset Z. The two risky assets are in equal proportion in the market i.e. M=1/2(X+Y). It is also known that rz=0.1,x=0.02,y=0.04, xy=0.01 and rm=0.18(rz and rm are the risk free and the market return) (i) Find the values for m2,x,y (ii) Find rx and ry using the CAPM model (b) What is immunization of a portfolio? What problems does it solve and what are its shortcomings? (3.5,2,2)