Question 14 1 pts In a perfect world where asset return is normally distributed. We have risk and return characteristics of following assets below: Assets ABC DEF Market portfolio Expected Return 10% 15% 5% Standard Deviation 20% 40% 10% Correlation coefficient with market 0.5 0.2 1 Weight 60% 40% 0% If market return increase by 5% this month, what is the change in expected portfolio return of the same month in PERCENTAGE? Any intermediate steps should be rounded to 4 or more decimal places. Round your final answer in percentage to 2 decimal places and exclude the % sign. For example, 20.1234% should be input as 20.12