We suppose that a stock market is composed of two stocks, A and B$.$ Stock A represents $1/3$ of

the market capitalization, while Stock B represents $2/3$ of the market capitalization. The expected

returns of stocks A and B are respectively $9\%$ and $12\%,$ the standard$-$deviations of their returns

are respectively $20\%$ and $30\%,$ and the correlation coefficient between their returns is $0\mathrm{.}8.$ The

riskfree interest$-$rate is $6\%$ per annum.

Answer the following questions:

$1)$ What is the expected return of the Market Portfolio?