Again, consider a market with two types of investors: rational investors and overconfident investors. Both investors correctly estimate the expected return and volatility of the market portfolio, but they differ in their estimates about stock X (which is mispriced). All estimates are given below. The risk free rate is 4%. Investor Asset E(r) Rational X 12.50% 50% 0.5 Overconfident X 12.50% 30% 0.5 Market Portfolio 16% 20% a. For each investor, calculate the optimal weight invested in stock