Samantha is presented with two risky asset options A and B with expected returns and standard leviations as follows: The covariance between stocks A and B is equal to 0.015 . Only positive weights are allowed. 1. If we only know that Samantha is risk averse and that she is allowed to invest in one of the two risky assets (A or B), can we predict her choice? Explain. 2. If Samantha is allowed to mix the two risky assets (no short positions allowed; only positive stock weights), show graphically her portfolio opportunity set