1.8 Consider two assets with the following parameters 10%, 01 = 0.3, M2 = - 5%, 02 = 0.2, P12 -0.5. M1 = = Assume that we have V = 1000 to invest. We decide to invest according to the weights W1 = 0.6 W2 = 0.4. (a) What will be the expected final value of our investment? What will be the standard deviation? (b) What will be the expected final value, if in addition to investing V we also decide to borrow 500 risk free at the rate r = = 3% and invest in the two assets, choosing the same weights? What will be the standard deviation