Beta Return (Forecasted) Variance (Return) | Variance (Residual) 1.8 AAPL MMM XOM 0.15 0.11 0.07 1.1 0.5 0.09 0.05 0.02 0.00900 0.01975 0.01375 1. Assume the expected market return is 10%, its variance is 0.025, and the T-Bill is 2%. Form the optimal risky portfolio using the market and these three stocks. Report the weights for the active and passive portfolios, as well as the expected return and variance of the optimal risky portfolio. Beta Return (Forecasted) Variance (Return) | Variance (Residual) 1.8 AAPL MMM XOM 0.15 0.11 0.07 1.1 0.5 0.09 0.05 0.02 0.00900 0.01975 0.01375 1. Assume the expected market return is 10%, its variance is 0.025, and the T-Bill is 2%. Form the optimal risky portfolio using the market and these three stocks. Report the weights for the active and passive portfolios, as well as the expected return and variance of the optimal risky portfolio