The risk-free rate (r_F) is 4%. You are also given the covariance matrix of the rate of return on stock 1, stock 2, and the market portfolio T1 72 Tm 0.160 0.020 0.064 12 0.020 0.090 0.032 I'm 0.064 0.032 0.040 T1 is: Consider forming a portfolio P that has 75% invested in asset 1 and 25% invested in asset 2. Compute the beta of portfolio P relative to the market (BP,M)? Stock X has an expected return of 10% and a standard deviation of 50%. Stock Y has an expected return of 15% and a standard deviation of 40%. The covariance between X and Y is 10%. You want to form a portfolio using stock X and Y that has a standard deviation equal to 45%. Making sure that you invest in an efficient portfolio, what weight should you put on stock X in this portfolio? OF ess se 'h S ac ba an