Calculations of risk and return in assets investments and portfolios Q1 The table gives information on three risky assets : A , B , and C Correlation Asset Expected return Standard deviation of return A A 12.5 40 100 0. 20 0.35 160 45 0. 20 100 0.10 20.0 60 0.35 0.10 100 There is also a risk - free asset F whose expected return is 9 9 % a ) Portfolio I consists of 40% asset A and 60 % asset B . Calculate its expected return and standard deviation