We want to do mean-variance analysis with three stocks: (Stock Expected return followd by Standard deviation) stock A expected return 5% ,stock A standard deviation is 10%, B 12%, 20% , C 14%, 40% The risk-free rate is 4%. Stock A is uncorrelated with stocks B and C. The correlation between stocks B and C is 0.5. (a) What are the weights of the minimum variance portfolio? 2 (b) What are the weights of the tangency portfolio? (c) What is the expected return of the tangency portfolio? (d) What is the Sharpe ratio of the tangency portfolio? (e) If there are no other assets than these three (and so CAPM holds with M = T), what is the beta of stock A?