The risk-free rate is 4%, and the expected return on the market portfolio is 14%.

stock	standard deviation	Beta	correlation
A	20%	1.2	0.5
B	40%	0.8	0.5

i. whats the expected return of two stocks, using the capital asset pricing model.

ii. calculate the portfolio weights for each stock for an expected return of 15%.

iii) calculate the portfolio standard deviation

iv) calculate the beta of the investment portfolio. Whats the sharp ratio of the investment portfolio?