Question 1 a Consider a portfolio of two stocks. You invest $4000 in stock A and $6000 in stock B. Stock A has a beta of 1.5. Stock B has the same systematic risk as the market. Using historical data, you have estimated that A=25%, 08=15%, and PAB=0.8. The risk- free rate is 4%, and the expected market risk premium is 8%. 0.= a) Calculate the CAPM expected returns for stock A and stock B b) Calculate the portfolio expected return and standard deviation