Security Beta Standard Deviation Expected return Market 1.0 20% 10.0% Risk-free 0.0 0% 4.0% Stock A 0.8 15% ()% Stock B 30% 14.0% Stock C 1.2 25% ()% Stock D 2.0 40% ( )% 1) A complete portfolio is composed of the risk-free security and the optimal risky portfolio, Q, constructed with the market portfolio and Stock B. Given the risk- free rate of 4%. The market portfolio has an expected return of 10%, and Stock B has an expected return of 14%. i) Given the expected return of 12% for the optimal risky portfolio Q, what is the weight for the market portfolio? (15points) ii) You would like to form a complete portfolio with the expected return of 18%. What are the overall wights for the risk-free security, market portfolio and Stock B, respectively? (20points)