Question 2 A Corbell financial market consists of the following two stocks only. Price Outstanding Shares Expected rate of return 15 % 20% Standard deviation of return 13 % 18 % Stock A Stock B $1.5 $2.2 200,000 150,000 Table 02 The correlation coefficient between the return of Stock A and Stock B is PAB = 1/4. (a) Identify the expected rate of return and standard deviation of the market portfolio. (8 marks) (b) Solve for the systematic risks of Stock A and Stock B. (12 marks)