According to the CAPM, the expected return on asset A and asset B equals 5% and 9%, respectively. Assume that the risk-free rate equals 1% and that the expected market risk premium equals 6%. What are the weights of asset A and asset B in a portfolio P consisting of only asset A and asset B which has a beta Br 1? (a) W = 0.2,w) = 0.8 (b) Wi= 0.4, wg = 0.6 (c) WA=0.5, wg = 0.5 (d) WA = 0.6, W8 = 0.4 (e) WA = 0.8, wo = 0.2 =