Question 5 Both securities A and B are fairly priced according to the CAPM. We know that BA=0.4 and BB = 2. We do not know the expected market return and the expected returns of A and B, but we know that the risk-free asset's rate of return is 3%. You are allowed to short sell. Construct a portfolio P using only A and B, such that the expected rate of return of Pis 3%. (10 marks)