(a) Shazwina is a portfolio manager who considering the benefits of increasing her diversification by investing to other countries. She can purchase shares in individual country funds with the following information: United States United Kingdom 12.50% 8% 15.20% 10% Expected return Standard deviation of return Correlation with the United States 1.0 0.35 She wants to invest 25 percent in the United Kingdom and 75 percent in the United States. Compute the expected return and standard deviation on portfolio