investment planning and management question

111 the account? (5) Question 2 Please be certum a) The table below sets out the probability distribution for the returns of the two assets, A and B. Return Denim Asset A Asset B Drobability Drohability 0.25 0.15 0.1 0.065 0.15 -0.11 0.15 0.11 0.1 0.12 0.5 0.056 0.5 -0.13 0.25 -0.15 If you had invested M3, 500 in asset A and M6, 500 in asset B, what would be the expected (20) return and risk of your portfolio assuming a covariance of -0.0025? a b) Between the two assets which one would a risk-averse investor prefer