1. A portfolio is invested 65% in asset S and 35% s asset K. S and K have a coefficient of correlation of 0.46. The standard deviation of S is 12.40% and of K is 14.20%. The expected return on S is 16% and on K is 18%. Calculate the portfolio's standard deviation 2. A portfolio, P is equally invested in three assets: The risk-free asset and two risky assets A and B, whose expected returns are 21.80% and 15.60%, and whose betas are 1.824 and 1.0 86 respectively. If the expected return on the portfolio is 13.5%, calculate the beta of portfolio, P 3. In the preceding question, Calculate the risk-free rate is