Suppose the riskfree rate of return is 0.03. Market porfolio expected return is 0.10 and its risk measured by standard deviation is 0.05. There are two invmtors in the economy. Their expected utilityr functions are given by: Eu = E 52/155,, for i = 1,2, where risk tolerance :51 = 1 and t2 = 0.5. 1. Derive the Sharpe ratio of the market portfolio. Is there a stock in the market that can beat this Sharpe ratio? (1 marks) 2. Derive the two individual investors\" portfolios. 'Nhat are the expected return and risk of each individual investor's choice? Comment. {1 mark]