A B C D E F G 12.5 15 Expected return (%) 10 Standard deviation (%) 23 16 16 18.20 21 25 29 28 32 32 (C) Suppose you are prepared to tolerate a standard deviation of 25 percent. What is the maximum expected return that you can achieve if you cannot borrow or lend (so you have to stick to one of the existing portfolios)