Problem 5 Consider a portfolio consisting of a short position in 10,000 shares of Facebook and the necessary collateral. At the time the short position was created, Facebook's share price was $40. The proceeds from shorting these shares, along with the 50% margin requirement, were invested in US treasury bonds maturing in 10 years. (a) Mat is the liquidation value of the portfolio on the day it was formed? (1)) 'What are the portfolio weights for Facebook stock and US treasury bonds? (c) Say that one month after this portfolio was formed, Facebook's stock price had risen 15% and the treasury bond's price had fallen 1%. Neither asset payed any dividends or coupons. What is the portfolio's return for this month? ((1) In the scenario described in part (c), what is the new (at the end of the month] liquidation value of the portfolio