Suppose you group all the stocks in the world into mutually exclusive portfolios (each stock is in only one portfolio): value stocks and crypto stocks. Suppose the risk free-rate is 2% and the two portfolios have equal size (in terms of total value), a correlation of 0.50, and the following characteristics:

	Value Stocks	Crypto Stocks
Expected Return	13%	20%
Volatility	12%	28%

Compute the expected return and volatility of the market portfolio (which is a combination of the two portfolios).

	a.	The expected return of the market portfolio is 17.12% and its and volatility 23.11%.
	b.	The expected return of the market portfolio is 15.23% and its and volatility 62.13%.
	c.	The expected return of the market portfolio is 16.32% and its and volatility 21.98%.
	d.	The expected return of the market portfolio is 14.11% and its and volatility 11.13%.
	e.	The expected return of the market portfolio is 16.50% and its and volatility 17.78%.