a. Your firm is evaluating the following portfolios. Portfolio A Portfolio B 70% Singapore 50% Singapore 30% Malaysian 50% Malaysian Risk Free Rate Correlation(p) Average Expected Return (%) 10 Sekurity Malaysia Equity Singapore Equity Standard Deviation(o) 20% 25% 3.5% 2.5% 0.6 1. Calculate the expected return and risk for both portfolios. (6 marks) il. Which portfolio will be chosen and why? Support your answer with calculations. (4 marks)