An economy contains two risky assets and a riskless asset. The expected return on the two risky assets equals E[R.]=4% and E[Ru]=6%, respectively. The variances of returns on each of the two risky assets and the covariance between the returns on the two risky assets are represented by the variance- covariance matrix, with AB = 0.02, o = 0.03, og = 0.06. The rate of return on the riskless asset equals 2% o o = 10:03 0:02) OAB CAB The weights on the tangency portfolio is approximately: (a) WA = 1/3, Wp = 2/3 (b) WA = 2/3,wg = 1/3 (c) WA = 0.5, Wp = 0.5 (d) WA = 0.25, 0.75 (e) WA = 0.75, wg = 0.25 - =