1. The expected returns and standard deviation of returns for two securities are as follows: Security A 10% 14% Security B 30% 22% The correlation between the returns is.15. Expected Return Standard Deviation a Calculate the expected return and standard deviation for the following two-stock portfolios (assume all assets are invested in A or B): 1. All in A 2, 80% in A 360% in A 4, 40% in A 520% in A 6. All in B Draw the mean return/standard deviation frontier. Which portfolio will be held by an investor that likes high return and low standard deviation? b) c)