You have RO 100,000 to invest it in five risky assets (1,2,3,4, and 5 ). 1,2=0.5;1,3=0.5;1,4=0.6;1,5=0.65;2,3=0.55;2,4=0.45;2,5=0.35;3,4=0.7;3,5=0.1;4,5=0.8; The risk free rate is 6%. The market portfolio has expected return of 12%. 1) You borrow RO 20,000 and you invest RO 20,000 in Share 1, RO 10,000 in Share 2, RO 15,000 in Share 3, RO 35,000 in Share 4, and RO 40,000 in Share 5. What is the mean and the risk of your portfolio M ? (3 marks) 2) What is the systemic risk of portfolio M ? Interpret. 3) What is the Sharpe ratio of portfolio M? Interpret