. The market portfolio consists of the following 2 securities: Number of shares Price per share pouExpected stock price Standard deviation of stock returns 15% 9% Stock 1 100 150 72.5 Stock 2 150 200 224 The covariance in prices for the stocks is CodPnp):135 Assume that the assumptions of the CAPM hold Calculate the expected return and the standard deviation of the return of the market portfolio Calculate the betas of the two stocks What is the risk-free rate? 58