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\ 0.05 0 0 0 0 0.42 p(0.4)2 0 p(0.4)2 0.42 0.06/ (a) (5pts) Find the tangency portfolio if p = 0.5. (b) (5pts) Can p=-1? Explain your answer.