Question 2 {15 marks] A portfolio is composed of 50% Asset A, 20% Asset B and 30% Asset C. The coefficient of correlation between Assets A and C is 0.35, while Asset B is independent. The average returns and standard deviation on the three assets are as follows: 0' 6% 10% 7% Provide an expression which represents the asset weights of the portfolio [P]. Calculate the expected return of the portfolio. Calculate the standard deviation ofthe portfolio's returns. Calculate and compare the coefficients of variation for each individual asset and that of the portfolio. Brieflv explain why investing in the portfolio is more attractive than investing in any asset individually. c.5159