Assume that two securities, A and B, constitute the market portfolio (i.e. the market portfolio contains only these two stock. The market portfolio's weight on stock A is 39% and its weight on stock B is 61% The variance of stock A is 0.016 , and variance of stock B is 0.034 , and the covariance between stock A and B is 0.019 . What is the covariance between stock A and the market portfolio? What is the Beta of stock A ? The risk-free rate is 2%. If an investor has a risk-aversion factor equal to 5 , what is the return on his/her optimal risk portfolio? What is the standard deviation? How would the investor create his/her optimal risky portfolio