ONE A. An investor has a portfolio of two assets X & Y, the expected return on asset A is 14% and that of asset B is 20%; if the weights are 2/6 and 4/6 respectively, what is the expected return for this portfolio? B. Consider the information of the following two investments depicted in the table and use it to answer question 2 (a), i and ii Investment A Investment B Expected Return Q30 Q55 Standard Deviation Q085 012 i) Using an absolute measure of risk, which investment is riskier, and why? ii) Using a relative measure of risk, which investment is riskier and why? C. Given that stocks X & Y have the following expected returns and standard deviations as depicted in the table below; E(R) variance Stock X Stock Y 12% 22% 35% 60% If the covariance between the two stocks is -0.65 and the weights of the assets in the portfolio are 1/4 and 3/4 for Stock X and Y respectively, i) Estimate the portfolio variance. Estimate the correlation coefficient and interpret your