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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

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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