2. You have OMR 5,000 to invest in shares of A or B the expected returns and standard deviations of which are as follows. R A 17 6 10 B 25 Required: a. Calculate expected return and standard deviation from a portfolio consisting of 50 per cent of A and 50 per cent of B assuming shares in A and B are perfectly negatively correlated. (12 marks) b. What is meant by coefficient of variation? Calculate coefficient of variation for shares in A and B and decide which of the two shares you would prefer to investment in and why? Briefly explain. (125 - 150 words) (8 marks)