You have a portfolio which consists of 75% of stock 1 (^2 = 0.16) and 25% of stock 2 (^2 = 0.09). Covariances : 1,2 = 0.02 , 1,m = 0.064 , 2,m = 0.032 and m^2 = 0.04 (market variance). Expected return of market rm =0.12, risk free rate rf =0.04 and CAPM is valid. Find the expected returns of stocks 1 and 2 and portfolio