b) An investor is looking to invest in two shares, Y and T. The following information is available: Security Possible return (%) Probability 30 0.3 Y 25 0.4 20 0.3 50 0.2 T 30 0.6 10 0.2 Required: Calculate (i) the expected return for Y and T separately (ii) the expected return and risk (standard deviation) for a portfolio of 60% investment in Y and 40% investment in T. Hint: the correlation coefficient of the two returns is +0.15. I