Consider a portfolio, P. invested in Stocks 1 and 2 with the following characteristics: w: Weight in Stock 1 Stock 1 : E(r) = 12 %, and 01 = 12% Stock 2: E(r2) = 7%, and 02 = 7% - Corr(r1, 12) = Suppose p = 0.2. For portfolio P with w = 0.1, what is the variance of the portfolio? (Use %2 as a unit. Answer to the second decimal place, e.g. 58.00.) Suppose p =-0.3. What is the expected return of the minimum variance portfolio? (Use % as a unit. Answer to the second decimal place, e.g. 58.00.) Suppose that a risk-free rate is 3% and p = 0. What is the risk premium of the optimal risky portfolio? (Use % as a unit. Answer to the second decimal place, e.g. 58.00.) Suppose that a risk-free rate is 3% and p = 0. Also, suppose an investor constructs the equally weighted portfolio, E, consisting of Stocks 1 and 2. Suppose further the investor has mean-variance utility U = E(r) - 0.5Ao with A=5. What is the weight in E, if the investor constructs the optimal complete portfolio consisting of the risk-free asset and E. (Answer to the second decimal place, e.g. 58.00.)