2. Portfolio choice [5 pts] Ebru is a mean-variance optimising investor with risk-aversion A = 6. Suppose Ebru can choose two stocks for her investment portfolio. The first stock has an expected return of 12% with a standard deviation of 20%. The second stock has an expected return of 6% with a standard deviation of 10%. The returns on the two stocks have a correlation coefficient of p = 0.5. Construct the optimal portfolio of the two stocks for Ebru, i.e. work out her mean-variance maximisation problem E[Rp] - - Aop W for a portfolio p consisting of stock 1 and stock 2. What are the weights on the two stocks in her optimal portfolio