Zicom ible by "Exam Paper'. Clicking your assessment using s), scan any handwritte as one single documen t. We recommend tha at it is easily identifiat e ready to submit, up Assume that the CAPM holds Consider a stock market that consists of only two day securities, Stock 1 and Stock 2. with the following expected returns and standard deviations of returns (e) 0.25, 0.20 0.15 0.10. Table 1 shows the expected returns and standard deviations for six seta. A to the entries for ass A are le intentionally blank). These assets are portfolios consisting of the risk-free, Stock 1, and Stock 2 in varying quantities (which may be positive, negative, of zero) Table 1 Asset Expected return Standard deviation A B - 0.06000 0.18620 0.23000 0.16096 0.17000 0 0.11405 0.16900 0.09124 0.10276 Uplc All file ty E F (a) Asset D has zero investment in the risk-free asset. Determine the portfolio weights of Stock 1 and Stock 2 in asset D