Lilleste exarn Bin QUESTION 20 The table below provides the returns and variances of two stocks A and B. le ne RET, RET 0.03 0.05 0.03 0.01 -0.07 0.05 0.03 0.05 0.07 0.15 Peter is a risk-averse investor and intends to construct a risk-free portfolio consisting of these two stocks. What is Peter's expected return on the risk-free portfolio? a. 0.002 b. 0.004 OC. 0.008. d. 0.018. e. None of the above. 1 points Save Answer Lilleste exarn Bin QUESTION 20 The table below provides the returns and variances of two stocks A and B. le ne RET, RET 0.03 0.05 0.03 0.01 -0.07 0.05 0.03 0.05 0.07 0.15 Peter is a risk-averse investor and intends to construct a risk-free portfolio consisting of these two stocks. What is Peter's expected return on the risk-free portfolio? a. 0.002 b. 0.004 OC. 0.008. d. 0.018. e. None of the above. 1 points Save