M b qucs15 USCU UN CAP. (0 pts) (a) Based on CAPM, what are the expected returns of Stocks A, B, and C? (b) What are the alphas (Jensen's index) of Stocks A, B, and C? 5. There are three stocks D, E, and F. The expected returns of the three stocks are 0.10, 0.18, and 0.25, respectively. The variances of the three stocks are 0.01, 0.04, and 0.09, respectively. Furthermore, the covariance between stocks D and E is 0.2, the covariance between stocks D and F is 0.1, and stocks E and F are uncorrelated. Find the weights of the portfolio with the smallest possible risk. (6 pts) SAMSUNG &