Consider a market model with four scenarios and two risky assets with rates of return r, and r2, respectively. Let the distribution of the rates is as follows: Probability 15% 30% r1 (Return on Asset 2) r2 (Return on Asset 2) 6% -5% 8% 5% 2% -4% 7% -6% 20% 35% You form a portfolio in these two assets with the allocation weights w1 = 65% and w2 = 35% (a) Find the expected return u on the portfolio: u = E[ry] = 3.29 % to 2 decimal places (b) Find the risk o for the portfolio: o= VVar[rv] = 2.55 % to 2 decimal places