16. A stock portfolio has the following possible states and returns: A. What is the expected return and standard deviation on this portfolio? B. An investor wants to create a complete portfolio combining Treasury bills and the risky stock portfolio whose expected return and standard deviation you found in part A. Treasury bills offer a return of 1%. If the investor wants a portfolio that has a standard deviation of 15%, what weights will she need to put on the two assets in her portfolio? (Note: If you do not have an answer to question 16A, you can assume a risky portfolio with an expected return of 10.5% and standard deviation of 27.45% to use for questions 16B and 16C.) Part C from above. C. What will be the expected return of the investor's complete portfolio, based on your answer to question 16B? (Note: If you do not have an answer to question 16A, you can assume a risky portfolio with an expected return of 10.5% and standard deviation of 27.45% to use for questions 16B and 16C.)