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Expected Return of Asset 1 =15.00% Standard Deviation of Asset 1 =17.00% Expected Return of Asset 2 =9.75% Standard Deviation of Asset 2 =8.88% The correlation coefficient1,2 =0.45 If you wish to form the least-risky portfolio consisting of these assets, the fraction of this portfolio that should be invested in Asset 1 is estimated to be , and the standard deviation of this portfolio is estimated to be . Note: No short sale is allowed. Select one: o a. 15.14%; 25.32% O b. 8.85%; 4.71% O c. 4.71%; 8.85% O d. 84.86%; 25.32% O e. 4.71%; 10.00% Expected Return of Asset 1 =15.00% Standard Deviation of Asset 1 = 17.00% Expected Return of Asset 2 =9.75% Standard Deviation of Asset 2 =8.88% The correlation coefficient1,2 =0.45 Compute the covariance of the returns between Asset 1 and Asset 2. Select one: O a. 0.089342 O b. 0.059012 C. 0.006793 d. 0.028900 o e. 0.007885 Expected Return of Asset 1 =15.00% Standard Deviation of Asset 1 =17.00% Expected Return of Asset 2 =9.75% Standard Deviation of Asset 2 =8.88% The correlation coefficient1,2 =0.45 A portfolio invested 50% in Asset 1 and 50% in Asset 2 is formed. Compute the portfolio's standard deviation. Select one: o a. 27.20% O b. 12.38% O C. 4.71% O d. 9.09% o e. 11.22%