For Questions 8 to 11 , consider two stocks A and B. You are given: (i) The expected returns on A and B are 14% and 10%, respectively. (ii) The following variance-covariance matrix: (iii) The share price of A is 75 , while the share price of B is 20 . 8. Nigel has 700 of cash. He borrows 20 shares of A and then uses the cash and the proceeds from short selling the 20 borrowed shares of A to purchase B. Calculate the expected return and the volatility of Nigel's portfolio. Suppose further that the market consists of Stock A and Stock B as the only two risky assets, and that the risk-free interest rate is 4%