Consider a market that consists of two risky assets and a risk-free asset. Respectively, the mean vector and the covariance matrix are given by (0.04 0 0 0 0.05 0 0.42p(0.4) 0.06 10 p(0.4) (a) (5pts) Find the tangency portfolio if p=0.5. (b) (5pts) Can p=-1? Explain your answer. 0.42 Consider a market that consists of two risky assets and a risk-free asset. Respectively, the mean vector and the covariance matrix are given by (0.04 0 0 0 0.05 0 0.42p(0.4) 0.06 10 p(0.4) (a) (5pts) Find the tangency portfolio if p=0.5. (b) (5pts) Can p=-1? Explain your answer. 0.42