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Problem 3. Consider a market consisting of two risky assets S, and S2 such that ( , (0.1, 0.1), (2,Ha) = (0.20, 0.12) and P12 = 0.1. ) a) (5 pts) Find the weights of the portfolio V that has expected return 4 times that of the minimum variance portfolio. b) (5 pts) Assume also that there is a risk-free asset with return R-296. Determine the weights of the market portfolio