An investor is considering building a portfolio with assets A and B. The following is the information of the two assets.

Event	Probability (probi)	Expected return of A	Expected return of B
1	0.05	20%	5%
2	0.15	15%	7%
3	0.60	10%	10%
4	0.15	5%	12%
5	0.05	0%	13%

1. What is the expected returns in percentage? (Keep two decimal places.)

Expected rate of return of A = %

Expected rate of return of B = %

2. What is the standard deviation of each asset's return?

SD_A = % SD_B = %

3. If a portfolio consists of 50% A and 50% B, what is the portfolio expected rate of return?

Expected rate of return of portfolio = %

4. If the correlation between A and B is -0.3, in order to obtain the minimum variance portfolio, what should the weights of A and B in percentage respectively?

weight of A = % weight of B = %