Consider two assets, A and B$.$ A earns $+4\%,5\%,$ or $+3\%,$ in scenarios $1,2,$ and $3.$ B earns $5\%,+3\%,$ or $+4\%,$ in scenarios $1,2,$ and $3.$ Each scenario is equally likely. Compute the expected rates of return and SD for each asset, A and B$.$ Now, consider a portfolio of assets A and B called AB$,$ where the investor holds fraction $48\%$ of his portfolio in A and fraction $(1-48\%)$ in B$.$ Compute the standard deviation of AB$.$ Compare the new standard deviation to that of each asset's individual standard deviation. What was the change in standard deviation between asset A and portfolio AB$?$ StDev$($AB$)-$ StDev$($A$)$