The following are estimates of the single index model for two stocks: 1 Stock Expected Return Beta Nonsystematic SD 12.8% 2.5 9% 2 6.6% 0.5 3% The market index has an expected return of 8% and a standard deviation (SD) of 9% and the risk-free rate is 5%. Calculate the weights in stocks 1 and 2 in the optimal risky portfolio consisting of Stocks 1 and 2 and market index