Question 11: You have a portfolio with a standard deviation of 28% and an expected return of 16%. You are considering adding one of the two shares in the table below. If after adding the shares you will have 25% of your money in the new shares and 75% of your money in your existing portfolio, which one should you add? Expected Standard Correlation with return deviation your portfolio's returns Share A 14% 22% 0.2 Share B 14% 16% 0.5 Standard deviation of the portfolio with share A is (Round to two decimal places.) Question 12: Suppose all possible investment opportunities in the world are limited to the five shares listed in the table below. What are the market portfolio weights? Click on the icon located on the top-right comer of the data table below to copy its contents into a spreadsheet. Share Price/share (5) Number of shares outstanding (millions) A 7 10 B 18 12 6 3 D 47 1 E 42 20 Enter the percentage that each share makes up of the total portfolio (Round to two decimal places.) Share % of total (portfolio weight) % B % % % % mO OU