Question 3. [8 marks] A discrete-time financial market has two risky assets. The returns of assets are denoted by K and K2, respectively. Suppose that the returns of assets follow the scenarios: Scenario Probability 01 0.1 02 0.5 03 K K2 -25% 10% 15% 20% 20%-10% 0.4 (a) Find the expected returns of Ki and K2. (b) If the expected return of a portfolio consisting of these two assets is E(Kv) = 10.6%, find the weights of asset 1 and asset 2 held in this portfolio