Please solve letter b... what is the expected return of the portfolio and the variance? Please show all necessary work thanks!

1. Portfolio returns (50 points). Firm A. is currently trading at $55 per share, plans to pay a dividend of $0.37 next year, and then continue to grow dividends at a rate of 8.00% indefinitely. Firm B is currently trading at $142 per share, plans to pay a dividend of $6.5 next year, and then continue to grow dividends at a rate of 7.5% indefinitely. Using historical data, you estimate the standard deviation of Firm A to be 20%, the standard deviation of Firm B to be 25%, and the correlation between the two stocks to be 0.73. The risk-free rate is 2%. b). (2+2+3+3 pts Suppose you bought 2000 shares of Firm A, and short-sold 400 shares of Firm B. You also have $50,000 invested in the risk-free asset. What is the weight of each asset in your portfolio? What is the expected return of your portfolio? What is the variance of your portfolios