I am done with 10, help me with 11 please

In problem 10 above, assume that the standard deviation of security As return is 2% and that the standard deviation of security Bs return is 7%. The correlation coefficient between A and B is -0.5. a) (5 pts) What is the standard deviation of the expected return on the portfolio, given the portfolios asset allocation in problem 10? b) (5 pts) What would happen to the required return of the portfolio as each assets beta coefficient increases? Explain.

return 10. (10 pts) Compute the expected return and the beta () of the following portfolio: Security Number of shares Price per share Asset B Expected in portfolio coefficient on security 100 $20 1.0 5% 200 10 1.2 10% A B 1 11. In problem 10 above, assume that the standard deviation of security A's return is 2% and that the standard deviation of security B's return is 7%. The correlation coefficient between A and B is -0.5. a) (5 pts) What is the standard deviation of the expected return on the portfolio, given the portfolio's asset allocation in problem 10? b) (5 pts) What would happen to the required return of the portfolio as each asset's beta coefficient increases? Explain