s. Suppose that we have two stocks 1 and 2 with the following characteristics: E[RJ 10%, 0-10%. ER.] -20%.D2-3000, the correlation between stock 1 and 2 is 0.5, The risk-free return of 5% is available in T-bills. A customer walks into our brokerage firm with all of his $10,000 net worth invested in stock (a) Is there any portfolio that can be constructed with stocks 1, 2, and risk-free security that will make him better off? What is it? Assume that no short-selling of stocks is allowed. You do not need to find the best portfolio, just a better portfolio. Explain why your portfolio is strictly better than stock 1 alone. (5 marks) (b) Based on your answer in part a), you advised the customer that there is a better portfolio to invest in. He then looks at you straight in the eye and asks you, "Can you guarantee that I will not regret following your advice one year from now?" Can you assure him "No regrets, guaranteed?" Why or why not? Explain in words