A Bank has two $30 000 loans that have the following characteristics: Loan A has an expected return of 9 per cent and a standard deviation of returns of 9 per cent. The expected return and standard deviation of returns for loan B are 10 per cent and 15 per cent, respectively.(a) If the covariance between A and B is 0.015 (1.5 per cent), what are the expected return and standard deviation of this portfolio? (b) What is the standard deviation of the portfolio if the covariance is -0.010 (-1 per cent)?