Consider two risky assets (A and B) with the following properties: Asset Risk premium SD 3.70% 7.45% B 4.25% 10.30% The correlation between the returns on A and B is 0.30. The risk-free return is 2.15%. (a) Compute the expected return, risk premium, and standard deviation for a port- folio that allocates 25% to A and 75% to B (i.e., WA = 0.25 and wb = 0.75). (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