Jenny wants to invest her money to meet a liability of $12,000.00 six months from now. She can pick between portfolios A and B and a risk-free asset that returns 1% p.a. annually compounded. Information on Assets A and B can be found in the table below. Standard deviation Beta A B 1.1 1.2 17% 27% Market expected rate of return is 7% Jenny wants her investment to have an annual volatility not higher than 25% while maximizing the return. Combining portfolios A and B with the risk-free rate (but not between each other), create two alternative strategies for her to invest in. What are expected returns of these portfolios?