Assume that both Spark and Vodafone plot on the Security Market Line (SML). Spark has a beta of 2.6 and an expected return of 21.2%. Vodafone has a beta of 0.9 and an expected return of 9.3%. The expected return on the market portfolio is 12%, and the risk-free rate is 4% Spark 2.6 Vodafone Market Portfolio Risk-free Asset Beta Expected Return | 21.2% | 0.9 9.3% 1.0 12.0% 0.0 4,0% a) If you wish to hold a portfolio consisting of Spark and Vodafone and have a portfolio beta equal to 1.5, what proportion of the portfolio must be in Spark? (2 marks) (2 marks) b) What is the expected return on this portfolio