Problem 2. (10 pts) Let us consider the market portfolio consisting of 4 Stocks. The CAPM model is satisfied in the market. Based on the information from the following table, compute the standard deviation om of the market portfolio and find the systematic risk of the Stock St. Stock Stock si Stock S2 Stock 53 Stock 54 Covariance Cov(Ri, RM) 2.0 3.2 1.2 1.8 Portfolio Weight 0.2 0.3 0.2 0.3 Problem 2. (10 pts) Let us consider the market portfolio consisting of 4 Stocks. The CAPM model is satisfied in the market. Based on the information from the following table, compute the standard deviation om of the market portfolio and find the systematic risk of the Stock St. Stock Stock si Stock S2 Stock 53 Stock 54 Covariance Cov(Ri, RM) 2.0 3.2 1.2 1.8 Portfolio Weight 0.2 0.3 0.2 0.3