Assume analysts provide the following types of information. Mean Standard Return Deviation 10 4 12 10 18 14 Covariance matrix A B 20 Security A B 40 70 11 (a) Assume short selling is not allowed. For each pair of securities, find the composition, standard deviation, and expected return of the port- folio that has the minimum risk. (b) Assume short selling is allowed. For each pair of securities, find the composition, standard deviation, and expected return of the portfolio that has the minimum risk