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Question 14: The following table gives you information about stocks A and B, and the risk-less asset Asset Stock A Stock B Riskless Asset COIT(A,B)

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Question 14: The following table gives you information about stocks A and B, and the risk-less asset Asset Stock A Stock B Riskless Asset COIT(A,B) Expected Return 10% 15% 5% 0.2 Standard Deviation 50% 50% a) What is the expected return of a portfolio that invests 1/3 in A, 1/3 in B, and 1/3 in the risk-less asset (10 points) b) What is the standard deviation of the portfolio in part (a) (7 points)

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