3. (4 points) Consider a market model with three scenarios (2nd two risky assets with returns ri and r2. Let the probabilities of the scenarios and values of the returns be as follows: Probability 1 2 a 11-0.5 | 10% | 5% w21 0.3 | 5% | 10% a 31 0.2 | 15%|-5% Suppose the risk-free interest rate is 2%. Find the weights in the market portfolio con- structed from the above two risky assets. Compute the expected return and standard deviation of the return of the market portfolio. 3. (4 points) Consider a market model with three scenarios (2nd two risky assets with returns ri and r2. Let the probabilities of the scenarios and values of the returns be as follows: Probability 1 2 a 11-0.5 | 10% | 5% w21 0.3 | 5% | 10% a 31 0.2 | 15%|-5% Suppose the risk-free interest rate is 2%. Find the weights in the market portfolio con- structed from the above two risky assets. Compute the expected return and standard deviation of the return of the market portfolio