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a. The below table shows the summary statistics of the returns of Brent Crude Oil and FTSE100 The summary statistics are based on 24 monthly

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a. The below table shows the summary statistics of the returns of Brent Crude Oil and FTSE100 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. ( 10 points) b. According to the CAPM, which investment has the lowest expected return

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