Exercise 3 (20 pts) Mr. White has $22000 and wants to build a portfolio that has a rate of return of % by investing in just two securities from the table below or one security and cash. Standard deviation Security Price per share Rate of return S1 $42 -11.14 S2 $57 14.40 0.26 0.29 The risk-free rate is 5.00% . The correlation coefficients is P12 = 0.27. The risk-free rate has a standard deviation of zero and a correlation of zero with all the securities. Which portfolio is the efficient portfolio (the one with the smallest risk)? In your answer give the composition of the portfolio and the weights