For Problems 1-5 \begin{tabular}{|} \hline A \\ \hline A \\ \hline B \\ \hline C \\ \hline \end{tabular} 1. Suppose you put 2/3 of your wealth in Asset A and 1/3 in Asset B. What is the variance of this portfolio if COVA,B=0 2. What is the expected return of the portfolio? 3. If the correlation coefficient of A&B=0.0, then the covariance of A&B will be 4. Which of the following correctly completes: The percentage of Total Risk that is firm specific Risk for a. Asset A is 43% b. Asset A is 30% c. Asset B is 88% d. Asset B is 12% e. Asset C is 140% 5. Choose the INCORRECT answer below by referring to the expected returns predicted by the CAPM for assets A,B, and C assuming you have better predictive model a. Sell Asset A because your model predicts that it will earn an 8% return b. Buy Asset B because your model predicts that it will earn an 8% return c. Buy Asset A because your model predicts that it will earn an 8% return d. Sell Asset B because your model predicts that it will earn an 8% return e. Buy Asset C because your model predicts that it will earn an 8% return