Consider an investor who holds an equal-weighted portfolio of two securities with the following expected returns and standard deviations. The correlation between the two securities is .20. Expected Security Return A 12.0% B 8.0% Standard Deviation 15.0% 9.5% (a) What is the portfolio's expected return? (b) What is the portfolio's standard deviation? (c) The riskfree asset return is 4%. If the investor puts 30% of her wealth into the riskfree asset and 70% in the risky portfolio, what is the expected return and standard deviation of her total portfolio? (d) Now she borrows an amount equal to 30% of her wealth and uses the proceeds to invest in the risky portfolio. What is the expected return and standard deviation of her total portfolio