4. Consider a portfolio that is composed of the following two securities: Security A Security B Expected return 4% 12% Standard deviation 5% 15% Correlation coefficient p=-1.0 a) Please fill out the blanks in the table (you can use Excel for the calculations): Weight of Security B Portfolio Return Portfolio Standard Deviation Weight of Security A 0% 20% 40% 60% 80% 100% b) Choose the right combination (i.e. the weights on A and B) so that the portfolio is risk free (i.e., zero standard deviation). e) Calculate the expected return of the risk-free portfolio in part (2)