Given the returns, risk, and correlation: E (r) O pSB Portfolio S 0.145 0.42 -0.41 Portfolio B 0.07 0.12 Risk-free 0.045 What is the weight of Portfolio S for the minimum-variance portfolio? 0.1448 0.1696 0.1575 O 0.1649 O 0.1511 Given the following expectations for return, risk and correlation: E (r) o psb Portfolio S 0.22 0.17 -0.25 Portfolio B 0.15 0.06 Risk-free 0.075 An optimal portfolio of S and B has been calculated to contain 0.35 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B? O 0.0592 O 0.0572 O 0.0518 0.0625 O 0.0521