Hotel / Return /Weight / Risk 1/10%/ 75% / 3% 2/20% / 25% / 9% a. Calculate the expected return of the portfolio b. Calculate the standard deviation of the portfolio with a "rho" of +1.0 C. Calculate the standard deviation of the portfolio with a "rho" of 0 d. Calculate the standard deviation of the portfolio with a "rho" of -1.0 A. a. 12.5% b. 4.5% C. 3.18% d. 0 O B. a. 15% b. 6% C. 3.18% d. O C. a. 8.5% b. 4.5% C.O d. 3.18% D. a. 12.5% b. 3.18%% C. 0% d. 4.5%