18. (Two-stock portfolio beta) Consider the data below. Asset A 30% 40% Asset B 13% 20% 2 Mean return Return sigma o Correlation Pau 0.5 a. Compute the expected return and standard deviation of returns for a portfolio composed of 75% stock A and 25% stock B. b. What is the beta of the portfolio, assuming that the risk-free rate is 3% and that the market portfolio has an expected return of 10% and standard deviation of 20%