Asset A has an expected return of 0.05 with a standard deviation of 0.1. Asset B an expected return of 0.08 with a standard deviation 0.12. The covariance between their returns is 0.006. The risk free rate is 0.01. What is the expected return of a portfolio that has 0.5 of A, 0.25 of B, and 0.25 of the riskfree asset? 0.03 0.04 0.05 0.06