A) . The below table shows the summary statistics of the returns of Brent Crude Oil and FTSE100 Brent Crude FTSE100 Average Return 0.51 0.75 Standard Deviation 5.23% 3.42% Correlation with FTSE100 - 31.2% 100% The summary statistics are based on 24 monthly returns from Mid 2019 - Mid 2021. Calculate the monthly standard deviation of a portfolio consisting of 80% FTSE100 and 20% Brent Crude Oil. Show all your work. b. According to the CAPM, which investment has the lowest expected return