1. What is the expected return & standard deviation of a portfolio allocated 40% in Asset A and 60% in Asset B? If the ERp was normally distributed, what range of returns (again, setting the ERp as the midpoint on the curve) would you expect 99% of the time? (15 Points) Econ Great Normal Poor Prob 20% 50% 30% A Performance 20% 10% -5% B Performance 15% 8% 2%