You are given the following information on Procter \& Gamble and Apple stock: The expected return on the market portfolio is 11%, and its standard deviation is 22%. The risk-free rate is 5%. The correlation coefficient between P\&G and Apple is 0.33 . Assume that CAPM holds. There are no short-selling restrictions, and you can borrow or lend at the risk-free rate. (Do not round intermediate calculations. Round your final answers to 2 decimal places.) a) Find the expected returns of P\&G and Apple. (Enter percentages as numbers, and only numbers without the \% sign. Use a dot (.) not a comma ()) for the decimal separator. (e.g., 5.873\% would be entered as 5.87.) P\&G % Apple % b) Imagine you have $1000 cash to invest. You short-sell $500 worth of P&G and put the proceeds along with your own capital into Apple (total of $1500 ). What is the expected return and standard deviation of this portfolio? Expected Return % Standard Deviation % c) Find the efficient portfolio E offering the same expected return as the portfolio in part b ("Find" means figuring out the weights of the assets that will go into the portfolio). What is the standard deviation of this portfolio? (Enter weights as decimals. (e.g., a 25% weight would be entered as 0.25 .)) c) Find the efficient portfolio E offering the same expected return as the portfolio in part b ("Find" means figuring out the weights of the assets that will go into the portfolio). What is the standard deviation of this portfolio? (Enter weights as decimals. (e.g., a 25% weight would be entered as 0.25 .)) Weight P\&G Weight Apple Weight Market Weight Risk-free Portfolio E Std. Dev. % d) Find the efficient portfolio F offering the same standard deviation as the portfolio in part b ("Find" means figuring out the weights of the assets that will go into the portfolio). What is the expected return of this portfolio? Weight P\&G Weight Apple Weight Market Weight Risk-free Portfolio F Exp. Ret. %