An investor is evaluating a two-asset portfolio of the following two securities. a. If the two equity funds have a correlation of + 0.72, what is the expected risk and return for the following three portfolio weightings? Portfolio A: 75% British, 25% American Portfolio B: Investor has $10,000 and $5000 of them will be invested in British Stock Portfolio C: Investor will invest $2500 in British and $7500 in US

Security	Expected Return	Expected Risk ()	Correlation ()
British Equities	12.50%	26.40%	0.72
American Equities	10.80%	22.50%