2. Based on the information given in the table, answer the following questions Market Portfolio 0.12 0.2 Risk-free asset 0.02 Stock X Stock Y 0.18 0.3 Stock Z 0.12 0.2 Expected Return Standard Deviation Covariance with X Covariance with Y Covariance with Z 0.06 0.05 0.0135 0.004 0.05 (a) Suppose Mr. A wishes to construct a portfolio by investing 50% in Stock X and 50% in Stock Y. On the other hand, Ms. B constructs her portfolio by investing 30% in Stock Y and 70% in Stock Z. Compute the expected returns and variances of Mr. A and Ms. B's portfolios (b) Suppose Mr. A wishes to change the weights of Stock X and Y in his portfolio, each stock from 0% to 100% Ms. B also wants to change the weights of Stock Y and Z in her portfolio, each from 0% to 100%. Draw rough paths of Mr. A and Ms. B's portfolios