4. You are considering two risky assets to invest. Stock A has an expected return of 10% and a standard deviation of return of 20%. Stock B has an expected return of 15% and a standard deviation of 25%. The correlation coefficient between these two stocks is 0.4. a) Calculate the expected rate of return and standard deviation of the minimum variance portfolio, G. b) Which of the following portfolio(s) is (are) on the efficient frontier? Explain your answer. A) The portfolio with 60 percent in A and 40 percent in B. B) The portfolio with 80 percent in A and 20 percent in B. c) The portfolio with 90 percent in A and 10 percent in B. D) The portfolio with 120 percent in A and -20 percent in B