(b) Using the Spreadsheet \"eff3.xls\" plug in the asSumed values of the expected returns of A, B, and m along with the correlation matrix above and the assumed risk-free rate. Report the portfolio weights fer the MVE portfolio, along with the expected return, standard deviation and Sharpe ratio for this portfolio. How do the portfolio weights relate to your answer in part 1a? Is the market mean-variance efcient? (c) What should be the expected returns to A and B according to the CAPM? Instead of using the expected returns for A and B from the assumptions above let's use these expected returns from the CAPM. Plug these numbers into \"eif3.xls\" along with the other assumptions above (expected return on the market, correlation matrix and risk-free rate). What happens to the weights on secu- rities A and B? What is the Sharpe ratio of this portfolio? How does it compare to the Sharpe ratio you calculated in part 1b. Explain the difference, if any