5. Consider a combination of a portfolio . called A. with Expected return of 20% ! and standard deviation of 40%' combined with the risk - free asset , which has expected return of 49/0 . Assume GUY'` of the money is invested in A and 40%' is invested in the risk - free asset . Find the expected return . 6 . Find the standard deviation . 6 . Find the expected returns of the following portfolios if the risk - free rate is 6%' and the Expected return on the market is 2010 0. a A portfolio with beta of 1 . } 6. A portfolio with beta of 0. 75 C. A portfolio with beta of 1. 0