Lot A(0) = 100, A(1) = 110, S(0) = 80 and let $(1) = 100 with probability 0.6 60 with probability 0.4 (1) For a portfolio with 2 = 10 shares and y = 15 bonds, calculate its values at time O and time 1, V(0) and V (1), the return Ky and the expected return E[Kv]. (1) Design a portfolio with initial wealth V (0) = 10000 split fifty-fifty (in value) be- tween stock and bonds. (1) Compute the expected return and risk (as measured by standard deviation of the portfolio from (ii) Lot A(0) = 100, A(1) = 110, S(0) = 80 and let $(1) = 100 with probability 0.6 60 with probability 0.4 (1) For a portfolio with 2 = 10 shares and y = 15 bonds, calculate its values at time O and time 1, V(0) and V (1), the return Ky and the expected return E[Kv]. (1) Design a portfolio with initial wealth V (0) = 10000 split fifty-fifty (in value) be- tween stock and bonds. (1) Compute the expected return and risk (as measured by standard deviation of the portfolio from (ii)