2. There are two risky securities (A and B) in the market. We know that E(r) 028 and E(re) = 0.3. In addition, = 0.098, and B = 0.2. (a) Assun PAI (it may ot be if yon caleulai: it, lel's em this.) Thee investor chooses a portfolio P 0.2o A+0.8o B. Calculate the expected return and the standard deviation of P (b) Place A, B, and P in the mean-standard deviation space. Is P on the line crossing A and B? Why