1(b) (5 marks) Calculate the expected return and standard deviation of a portfolio consisting of an equity security (E), and a debt security (D), using the data in the table, see below. Assume that the correlation coefficient (e) between the two securities is 0.3 (10 marks) Security Security E Security D Portfolio Weight (%) Expected Return (%) Standard Deviation o (%) 30% 13% 20% 70% 8% 12%