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QUESTION 5 The expected return of market portfolio is 10%. The standard deviation of market portfolio is 20%. Risk free interest rate is 2%. There is an investor with mean-variance utilityr function U = EUC) 0.5.40": Answer the following questions. 1) Calculate the optimal weight to be invested in the market portfolio for the investor with A=5 . Calculate the expected return and standard deviation of the optimal complete portfolio for the investor. (10 marks) 2} According to the CAPM, calculate the expected returns of two stocks (stock1 and stock 2) with betas equal to 0.8 and 1.5 respectively. (10 marks} 3) Calculate the beta and expected return of the portfolio that invests 20%, 60%, and 20% on stock 1, stock 2. and the risk- free asset, respectively. [10 marks)