Given the data of two stocks: Zero Inc. and One Inc. Expected Return of the portfolio = 16% Expected Return of Zero Inc. - 13% Expected Return of One Inc. = 18% Standard Deviation of Zero Inc. = 10% Standard Deviation of One Inc. = 14% Risk Free Rate = 6% Calculate the 1. Weights of Zero Inc. and One Inc. 11. Slope of Capital Allocation Line (CAL) for Zero Inc. and One Inc. III. Based on the calculation of part Il above, which of the two stocks has a lower excess return per unit of ris (4+2+1 = 7 marks)