Consider two risky assets (A and B) with the following properties: Asset Risk premium A 3.75% 5.25% SD 9.60% 11.35% B The correlation between the returns on A and B is 0.45. The risk-free return is 3.45%. (a) Compute the expected return, risk premium, and standard deviation for a port- folio that allocates equally between A and B (i.e., WA = WB = 0.5). (b) Compute the weights for the minimum-variance portfolio (that is fully invested in the two risky assets). Compute the expected return, risk premium, and standard deviation for the minimum-variance portfolio