We suppose that a market is composed of only two risky securities A and B. We know that the market portfolio is composed of 40% of Security A and 60% of Security B. Security A has an expected return of 10% and a standard deviation of 20%. Security B has an expected return of 15% and a standard deviation of 28%. Furthermore, we suppose that the correlation coefficient between Security A and Security B is 0.3 and the risk-free rate 5%. What is the expected return, noted E(RM), of the market portfolio? (1 point) What is the risk, noted sM, of the market portfolio? (1 point) What is the intercept of the capital market line with the vertical axis in a (s, E(R)) graph? (1 point)