je Question 1 (2.5 points) An Investor can design afsky portfollo based on two stocks, A and B. The standard deviation of return on stock Als 40.0%, while the standard deviation on stock Is 20.0%. The correlation coefficient between the returns on A and B 0.0%. The standard deviation of return on the minimum variance portfolio is 16.54% 2 17.89% 15.63% 14.94% Question 2 (2.5 points) An Investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 20.0% and a standard deviation of return of 40.0%. Stock Bhas an expected retum of 10.0% and a standard deviation of return of 20.0%. The correlation coefficient between the returns of A and B is 0.25. The risk-free rate of return is 4.0%. The expected return on the optimal risky portfolio is approximately (Hint: Find weights first.) 13.77% 15.74% 14.48% 16.62%