21. (20 points) The table below presents the returns on stocks ABC and XYZ over a ve-year period. a. (5 points) Assume that the average returns from the data equals the expected returns for the respective stocks. If you want to form a portfolio with expected returns of 15%, what proportion of your assets would you invest in each of these stocks? b. (5 points) What is the standard deviation of your portfolio? 0. (5 points) Suppose that the risk-free rate is 5%. Compute the slopes of the capital allocation lines (CALs) for ABC and XYZ. Which of these two stocks yields a higher reward-to-risk ratio