QUESTION 1 Assume that 3 stocks constitute the market portfolio. Those stocks have the following proportions, expected returns, variances, and covariances with the market portfolio: Stock Proportion Expected Return Variance Covariance with Market A 2596 10.05 0.02 0.01 | 3596 10.10 0.03 10.02 IC 4096 10.15 0.05 10.03 (a) The expected return on the market portfolio should be (1 mark) (Note: Round to three decimal places.) (b) The market portfolio's standard deviation is ____. (Note: Round to three decimal places.) (1 mark) c) If the risk-free rate is 0.04 and the risk (standard deviation) of a portfolio p is 0.10, in equilibrium, the expected return for portfolio p should be (2 marks) . (Note: Round to three decimal places.)