QUESTION TWO (25 Marks) Assuming that you have E1 000000 to invest in a portfolio of two risky securities plus a riskless asset. The following information in Table 2.1 contains three stocks that are in different industries. Page 3 of 7 Required: 2.1 As a risk-averse investor, indicate which among the three shares you would choose. Motivate your answer with relevant calculations. (15 Marks) 2.2 Suppose that your wealth is allocated to these two stocks plus the riskless asset in the proportions of 45%,25% and 30% respectively. Calculate: 2.2.1 the expected return of the portfolio. 2.2.2 the standard deviation or total risk of the portfolio