1. Compute the expected return and risk on your portfolio using the following information: you invest 20%, 40%, and 40% in assets A, B, and C, respectively: Expected returns on assets A, B, and C: 10%, 5%, and 2%, respectively. Standard deviations of A, B, and C are 10%, 6%, and 1%, respectively. The Covariances between the assets are all zero but the covariance between B and C which is 1.