total in WO. al 7. Suppose that there are two assets, the first with initial price $20 and the second with intial price $10. The two assets have just two possible values for their price at time 1, as indicated in the table below. 3/5 values of (A1, A2): ($22, $13.50) ($19, $4.50) probability: 2/5 Assume that it is possible to sell short, that is, to hold a negative proportion of wealth on one asset (essentially selling it without owning it in order to invest extra money in the other asset). What portfolio weights would result in a rate of return of .05 on the portfolio regardless of which of the two outcomes happens?