If investors are variance-averse they hold the market portfolio, which implies that Eri - re = Constant * Cov(rirm), where Er; is the expected return on stock i; rp is the risk free return; and Cov(rirm) is the covariance between the return of the stock and the return on the market index. Suppose the stock market consists of only 2 stocks A and B and a risk free asset. Let Era = 11%; Erg = 9%; re = 3%; the variance of A Var(A) = 0.3; the variance of B Var(TB) = 0.21; and the covariance between A and B Cov(ra, rs) = 0.20. What is the composition of the market index