Assume you are constructing the efficient portfolio frontier with three risky stocks A, B, and C as follows. Stock Expected return Standard deviation A 10% 15% B 20% 30% 20% 30% Correlation A B A 1 0.7 0.3 B 0.7 1 0.3 0.2 1 0.2 Without any calculations, answer the two questions below and briefly explain. (An answer without any explanations will receive a mark of zero) 1) Assume a portfolio on the frontier has an expected return of 12.5%. Between B and C, which stock is given a higher weight? 2) Assume another portfolio on the frontier has an expected return of 20%. Between B and C, which stock is given a higher weight in this frontier portfolio this time