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 30% 10% 25% 35% r 1 (Return on Asset 2) -6% 4% 3% -5% r2 (Return on Asset 2) -2% 4% 3% 0% You form a portfolio in these two assets with the allocation weights w1 = -45% and w, = 145% (a) Find the expected return u on the portfolio: 4 = E[rv] = % to 2 decimal places (b) Find the risk o for the portfolio: o= V Var[rv] = % to 2 decimal places