An investor with $10,000 to invest borrows $5,000 at the risk-free rate of 3% and buys 100 shares of stock A priced at $75 each, and 200 shares of stock B, priced at $37.5 each. Their standard deviations are A " 10%, B " 15%, and AB " 0.5. Part (a) What is the fraction of risky wealth invested in stock A? in stock B? Part (b) What is the fraction of total wealth invested in risky stocks? in a riskless asset? 8 Part (c) Compute the standard deviation of the return on the investor's portfolio. 9 Part (d) " The expected return on his portfolio is 1.5 times the average of the two stocks' expected returns, or 1.5 A`B 2 ." Is this correct? Show why or why not. Part (