Suppose that there are 2 assets with r_1 = 0.20, sigma_1 = 0.40, r_2 = 0.10, sigma_2 = 0.25, Cov_12 = 0.005. If r_0 = 0.02, what are the market portfolio return and variance? What are the corresponding weights (i.e. how much to invest in asset 1, asset 2, and the risk-free asset to get the market portfolio)? If r_0 = 0.05, what are the market portfolio return and variance? What are the corresponding weights? Suppose that there are 2 assets with r_1 = 0.20, sigma_1 = 0.40, r_2 = 0.10, sigma_2 = 0.25, Cov_12 = 0.005. If r_0 = 0.02, what are the market portfolio return and variance? What are the corresponding weights (i.e. how much to invest in asset 1, asset 2, and the risk-free asset to get the market portfolio)? If r_0 = 0.05, what are the market portfolio return and variance? What are the corresponding weights