Consider the possible rate of return that you might obtain over the next year. You can invest in stock H and stock L. State of Nature Probability Return on Stock H Return on Stock L UAWNE 0.3 18% 0% 0.1 5% -3% 0.3 12% 16% 0.2 4% 12% 0.1 7% 1%Calculate the expected return and the standard deviation for each of following six portfolios. Portfolio #1 #2 #3 #4 #5 #6 Min Risk invested in asset H (WH) 100 75 50 25 0 Calculate WA (Eq 8) invested in asset L (WL) 0 25 50 75 100 Calculate WB (Eq 8) Draw a graph similar to Fig 7-12 in page 210. You need to mark six portfolios in your graph. Identify: a. the maximum return portfolio, b. efficient portfolios. c. the minimum risk portfolio.