Consider a world with only two risky assets, A and B, and a risk-free asset. Stock A is held at 1/3 at a price per share of $3.00, an expected return of 16% and a o of 30%. Stock B is held at 2/3 at a price per share of $4.00, an expected return of 10% and a o of 15%. The correlation between A and B is 0.4 , the covariance of stock A with the market Cov(RA,RM) is 0.042. (a) What is the expected return of the market portfolio? % (b) What is the variance of the market portfolio? (C) What is the beta of each stock? B_A= B_B=