Consider a portfolio of two stocks. You invest $4000 in stock A and $6000 in stock B. Stock A has a beta of 1.5. Stock B has the same systematic risk as the market (hint: what is the beta of the market?). Using historical data, you have estimated that 04=25%, Op=15%, and PAB=0.8. The risk-free rate is 4%, and the expected market risk premium is 8%. 1. Calculate the CAPM expected returns for stock A and stock B 2. Calculate the portfolio expected return and standard deviation