1. Assume the following information pertains to three mutual funds FUND Expected Return Standard Deviation of Return U.S. Bond 6% 12% U.S. Equity 11% 20% U.S. REIT 18% Assume that the correlation between U.S. Bond and U.S. Equity is 10%, the correlation between U.S. Bond and U.S. REIT is 70%, and the correlation between U.S. Equity and U.S. REIT is 60%. a. (5) What is the expected return of a portfolio of 20% Bond, 20% REIT, and 60% Equity? 6.(15) What is the standard deviation of this portfolio of 20% Bond, 20% REIT and 60% Equity? (Show your work for credit)