Consider the case of two risky and one risk-free asset E(rA) = 0.08. E(rB) = 0.15 OA = 0.03, oB = 0.10 rf = 0.06 p= 0.5 (correlation between A and B returns) Weight in A E(r,) Op Sharpe Ratio 0.15 0.100 0.90 0.25 K M 0.50 0.12 0.059 0.93 075 010 0.041 0.91 1 0.08 0.030 067 Q1.1 1 Point What is the missing value K. Round to the second decimal, enter your answer in x.xx form. Q1.2 1 Point What is the missing value L. Round to the third decimal, enter your answer in x.xxx form. Enter your answer here Q1.3 1 Point What is the missing value M. Round to the second decimal, enter your answer in xxx form. Enter your answer here Q1.4 1 Point Identify the optimal portfolio by specifying weight in A. Enter your answer in x.xx form. Enter your answer here Q1.5 1 Point You create a complete portfolio C by investing 60% of your assets in the Optimal Portfolio. What is the expected return on your complete portfolio? Round to the second decimal, enter your answer in x.xx form. Enter your answer here