Question 1 Part A You have the following information for two shares A and C: Share Standard Mean return Correlation deviation with C A 0.20 0.15 - 0.10 0.25 0.12 1.00 The risk-free rate is 5.00% per year. Required: 1. For the two-asset Portfolio V, formed by investing 60% in Share A and 40% in Share C, calculate the mean return and the standard deviation of returns. 2. Next consider a portfolio, W, composed of C and the risk-free asset. a. Calculate the weight for the risk-free asset if the standard deviation of W must be 12.5%. b. Calculate the expected return of W