C2. You are given the following information on two stocks and the market portfolio. Variance-Covariance Matrix Security Alpha Ltd 0.040 0.018 0.015 Gamma Ltd Market Alpha Ltd Gamma Ltd 0.090 0.009 Market 0.010 Assume that you have $50,000 available to invest. You form a portfolio by investing S20,000 in Alpha Ltd and the rest in Gamma Ltd Compute the standard deviation of this portfolio. Compute the beta of each stock and the portfolio in part (a). b)