A portfolio consists of two stocks: Variance Beta Stock Dee Co. Zed Ltd. Expected Return 8% 10% 1.4x 1.96% 4.0% Weight 0.45 0.55 0.8x The correlation between the two stock's returns is -0.20. Required: (a) (5 marks) Calculate the expected return, standard deviation and Beta of the portfolio (b) (3 marks) Given that the risk free rate is 3% and the expected market rate is 7%, would you invest in this portfolio? Why