a.Return is 9.43% and the risk (standard deviation) is 12.44%

b.Return is 9.43% and the risk (standard deviation) is 15.04%

c.Return is 9.43% and the risk (standard deviation) is 2.26%

d.Return is 8.73% and the risk (standard deviation) is 1.55%

Consider the characterists of the following three asset portfolio that uses the price-weighted portfolio construction methodology and determine its expected return and expected standard deviation. (Note: negative numbers are shown in red) Assets B Prices at period start $6.78 $14.36 $11.87 Expected Returns 4,2% 8.7% 13.3% Risk (Standard Deviation) 12.4% 17.6% 22.8% Correlation Matrix A B 1.00 0.92 -0.17 B 0.92 1.00 -0.05 c -0.17 -0.05 1.00 HINT: complete the table provided below. Risk A B -0.00035497 B 0.00179397 Column Totals