3. (4 points) Consider a market model with three scenarios2 and two risky assets with returns i and r2. Let the probabilities of the scenarios and values of the returns be as follows: I'm,bability r1 r, 10% | 5% 5% | 10% a, 31 0.2 | 15%|-5% 0.5 w20.3 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