Problem 4: (a portfolio composed of two risky assets and a risk-free asset) - Assume 1=0.14,1=0.2 for the HSBC stock, and 2=0.08,2=0.15 for the CLP stock and their correlation 12=0. - Assume a risk-free asset (savings account), with 3=0.06 and 3=0. If you want an expected net return of the overall portfolio to be 0.1 , how would you allocate your money to the two risky assets and the risk-free asset