Assume that an efficient market consists of two risky assets A and B with the following s and j2 Assume that the pairwise correlations among the j s are all equal to zero and that M=15% and that you hold a portfolio with weights A=0.30 and B=0.70 on these assets. (9. If P is the beta of your portfolio, what is it equal to? What is the risk of your portfolio equal to? (2) What proportion of the total risk of your portfolio is due to the market risk