Consider the following 2 risky assets for problem 10-11: Expected Standard Return Deviation A 10% 30% B 20% 50% The correlation between the returns is 0.5. 10. (5 points) What is the expected return on a portfolio with wa= 150% and WB = -50%? 11. (5 points) What is the weights for a portfolio with an expected return of 5%? What is the standard deviation of this portfolio