Consider portfolios with positions in the US and Brazilian equity markets. The (annual) expected return and standard deviation of returns for the 2 markets are as follows: The correlation between the returns is 0.2. assume that the (annual) risk-free (T-bill) rate is 5%. a. Calculate the expected returns and standard deviations of the following portfolios: i. 50% in the risk-free asset, 50% in the US ii. 50% in the risk-free asset, 50% in Brazil iii. 50% in the risk-free asset, 50% in the portfolio in Qla(iii) iv. 125% in the portfolio in Qla(iii), finance by borrowing at risk-free rate b. Calculate the Sharpe ratios of i. the US market ii. the Brazilian market iii. the portfolio in Q.1a(iii) iv. the portfolio in Q.2a(iii) c. What are the weights for investing in the risk-free asset and the portfolio in Qla(iii) (the "risky asset") that produce same return as Brazil? What is the expected standard devinti of that portfolio? Consider portfolios with positions in the US and Brazilian equity markets. The (annual) expected return and standard deviation of returns for the 2 markets are as follows: The correlation between the returns is 0.2. assume that the (annual) risk-free (T-bill) rate is 5%. a. Calculate the expected returns and standard deviations of the following portfolios: i. 50% in the risk-free asset, 50% in the US ii. 50% in the risk-free asset, 50% in Brazil iii. 50% in the risk-free asset, 50% in the portfolio in Qla(iii) iv. 125% in the portfolio in Qla(iii), finance by borrowing at risk-free rate b. Calculate the Sharpe ratios of i. the US market ii. the Brazilian market iii. the portfolio in Q.1a(iii) iv. the portfolio in Q.2a(iii) c. What are the weights for investing in the risk-free asset and the portfolio in Qla(iii) (the "risky asset") that produce same return as Brazil? What is the expected standard devinti of that portfolio