(b) The total risk of Portfolios A, B and C are 49%2,64% and 100%? respectively. The market price of risk is 8%. The Market Portfolio has an expected return and a total risk of 11% and 100% respectively. You want to form another Portfolio H by investing $7,000 in Portfolio A and $3,000 in Portfolio B. i) What is the standard deviation of Portfolio H if the correlation coefficient between Portfolio A and Portfolio B is: 1) perfectly positively correlated 2) uncorrelated (6 marks) ii) If the expected return of Portfolio C is 9.4% and it is lying on the Securities Market Line, compute the beta of Portfolio C. (3 marks) iii) Is Portfolio C a Market Portfolio as it has same level of total risk (i.e. 100%-) as the Market Portfolio? Explain. (2 marks) iv) You want to borrow $7,000 at the risk-free rate. Combined with your personal savings of $10,000, you will invest all these monies in the Market Portfolio. Compute your portfolio expected return and standard deviation. (6 marks)