The expected return of market portfolio is 10%. The standard deviation of market portfolio is 20%. Risk free interest rate is 2%. There is an investor with mean-variance utility function U=E(r.) -0.5A02. Answer the following questions. 1) Calculate the optimal weight to be invested in the market portfolio for the investor with A-5. Calculate the expected return and standard deviation of the optimal complete portfolio for the investor. (10 marks) 2) According to the CAPM, calculate the expected returns of two stocks (stock 1 and stock 2) with betas equal to 0.8 and 1.5 respectively. (10 marks) 3) Calculate the beta and expected return of the portfolio that invests 20%, 60%, and 20% on stock 1, stock 2, and the risk-free asset, respectively. (10 marks)