3. Refer back to the portfolio calculations done in class. Calculate the expected return and risk of the portfolio for each of the following portfolios. Recall that the previous choices on the efficient frontier were portfolios e, f and g. How does the efficient frontier, i.e. the possible choices for a risk-averse investor, change when the four new portfolios are considered? (h) (i) (j) (k) U.S. stocks: 30%; U.S. bonds: 30%; international stocks: 40%. U.S. stocks: 25%; U.S. bonds: 20%; international stocks: 55%. U.S. stocks: 20%; U.S. bonds: 40%; international stocks: 40%. U.S. stocks: 20%; U.S. bonds: 20%; international stocks: 60%. 3. Refer back to the portfolio calculations done in class. Calculate the expected return and risk of the portfolio for each of the following portfolios. Recall that the previous choices on the efficient frontier were portfolios e, f and g. How does the efficient frontier, i.e. the possible choices for a risk-averse investor, change when the four new portfolios are considered? (h) (i) (j) (k) U.S. stocks: 30%; U.S. bonds: 30%; international stocks: 40%. U.S. stocks: 25%; U.S. bonds: 20%; international stocks: 55%. U.S. stocks: 20%; U.S. bonds: 40%; international stocks: 40%. U.S. stocks: 20%; U.S. bonds: 20%; international stocks: 60%