Given the following two assets with correlation a,b=-0.1,

2. Given the following two assets with correlation PM =-0. 1, create a two assets portfolio with 30 % of asset A. Asset Return % or % A 14.5 17.5 B 11.75 15 (a) Which is the return of the portfolio? (b) Which is the standard deviation of the portfolio? (c) With a Risk Free Rate of 3%. Which is the Sharpe Ratio