An investor forms a portfolio with two risky assets, A and B. Asset A has an expected rate of return of 10% and a return variance of 49%. Asset B has an expected rate of return of 15% and a return variance of 81%. (a) Assume that pAB-0.8. If the investor places portfolio weight 0.4 on Asset A and weight 0.6 on asset B, calculate the expected rate of return and standard deviation of the portfolio. (b) Assume that AB-0. Calculate the expected rte of return and variance of the portfolio of the minimum-standard-deviation portfolio. (c) Assume that --1. Find the risk-free rate of return