Stock G Assume the risk-free rate is 3% and the market return (RM) is 13%. Stock E Expected Return 18% Standard Deviation 12% Beta Current market price $20 8% 1.2 $30 --- (C) Suppose you plan to purchase 6,000 shares of Stock E and 12,000 shares in Stock G. (i) Compute the portfolio weights of Stock E and Stock G. (3 marks) (ii) Compute the expected portfolio return. (2 marks) (iii) Assume that the covariance between Stock E and Stock G is -0.005 or -50%2. Compute the standard deviation of the portfolio. (4 marks) (d) As noted above, the beta value of Stock G is higher than that of Stock E while the opposite holds true for the standard deviation. Given that both statistics are used to measure the level of risk of an asset/portfolio, explain what account for their differences in values between Stock E and Stock G