2. Consider Table 5. Expected return Standard deviation of the return Correlation between stocks 1 and 2 Table 5 Stock 1 4% 3% Stock 2 8% 5% Riskless asset 2% 0% 0.20 a) Consider Table 5. Calculate the expected return and standard deviation risk of an equally weighted portfolio of stock 1 and stock 2. Detail all calculations that you use. b) Consider Table 5. Form a portfolio of stock 1 and stock 2. Calculate the weight of stock 1 and stock 2 in the minimum variance portfolio. Detail all calculations that you use. c) Consider Table 5. Form a portfolio of stock 1 and stock 2. Draw the minimum variance and efficient frontiers. Show where the equally weighted and minimum variance portfolios are located. Explain your answer. d) Consider Table 5. Form a portfolio of stock 1, stock 2, and the riskless asset. Calculate the weight of stock 1 and stock 2 in the tangency portfolio. Detail all calculations that you use. e) Consider Table 5. Form a portfolio of stock I, stock 2, and the riskless rate. Draw the capital allocation line. Explain your