Assume that both Spark and Vodafone plot on the Security Market Line (SML). Spark has a beta of 2.6 and an expected return of 2 return of 9.3%. The expected return on the market portfolio is 12%, and the risk-free rate is 4% . Spark 2.6 Vodafone Market Portfolio Risk-free Asset 0.0 1.0 12.0% | 4,0% Beta 0.9 9.3% Expected Return| 21.2% | If you wish to hold a portfolio consisting of Spark and Vodafone and have a portfolio beta equal to 1.5, what proportion of the portfolio must be in Spark? a) (2 marks) (2 marks) b) What is the expected return on this portfolio