W2 ws 1. Consider the portfolios constructed from the two risky assets with returns given in the following table. Scenario Probability Return K ReturnK, 0.2 -10% 5% 0.4 0% 30% 0.4 20% -5% (a) [6 pts) Find the expected return of the risky asset #1. (b) (6 pts) Find the expected return of the portfolio with the weight for the risky asset #1 is w; 60% (e) (8 pts) Find the risk of the portfolio with the weight for the risky asset #1 is m = 50% 2. (10 pts] Consider the portfolices constructed from the two risky securities with expected returns, standard deviations of returns, and correlation between returns given in the following table. # = 0.22 = 0.25 P120.00 H2 = 0.17 00.20 Is there a portfolio constructed from the two risky securities with zero risk? You MUST Justify your