A portfolio consists of the following two funds. Picture What is the expected return on fund A? 13.7 percent 13.3 percent 12.0 percent 14.5 percent 15.7 percent

unc unc 900 11% $33,000 Expected return Standard deviation Portfolio market value $27,000 Correlation (RA.RB) 21 Risk-free rate Portfolio Sharpe ratio 7771104 21% 55, 2.5%