Nancy Choi currently has holdings in the following three firms Firms E(R) 19% 15% 11% 22% 16% 14% 2.1 Coefficient of Correlation = 0.8 a. What would be the expected return, standard deviation, and for the following portfolios Portfolio1 Portfolio 2 $20,000 in A and $30,000 in B? $30,000 in A and $20,000 in C? Which one is the better portfolio and why? b. Determine the expected market return, and the risk free rate of return using the information for A & C