There are two risky stocks with these characteristics: 1 = 10%, 1 = 10%, 2 = 20%, 2 = 15% and = 0.2. The yield of a third risk-free security is 5%. A client has invested all of his capital exclusively in the first risky stock. (a) Can you propose a portfolio of stocks that has the same variance but a higher expected return than stock 1? (You don't need to find the perfect wallet, that's it find one with higher yield.) (b) Calculate the optimal risk portfolio a . (c) Are you able to propose a portfolio of securities (a0, a ) that has the same variance but a higher expected return than security 1?