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The expected return of market portfolio is 10%. The standard deviation of market portfolio is 20%. Risk free interest rate is 2%. There is an investor with meanvariance utility function U= EUC) 0.5A0'3. Answer the following questions. 1] Calculate the optimal weight to be invested in the market portfolio for the investor with A=5. Calculate the expected return and standard deviation ofthe optimal complete portfolio for the investor. {10 marks) 2] According to the CAPM, calculate the expected returns of two stocks (stock '| and stock 2) with betas equal to 0.8 and 1.5 respectively. {10 marks} 3] Calculate the beta and expected return of the portfolio that invests 20%, 60%, and 20% on stock 1. stock 2, and the riskfree asset, respectively