2. Suppose Stock A has an expected return of 12% and a standard deviation of 19% while Stock B has an expected return of 15% and a standard deviation of 22%, and the correlation between the two stocks is 0.50. The risk-free rate is 3.0%. a. What is the expected return for a portfolio with 20% invested in Stock A and 80% invested in Stock B? b. What is the expected standard deviation (risk) for a portfolio with 20% invested in Stock A and 80% invested in Stock B? c. What are the weights in each security that give the minimum variance portfolio? d. What are the expected return and standard deviations of the minimum variance portfolio? e. What are the weights in each security that give the optimal risky portfolio? f. What are the expected return and standard deviations of the optimal risky portfolio? g. If you desired an expected return of 10%, what percent of your portfolio should be in Stock A, Stock B., and the Risk-Free Asset