QUESTION 2 (A) Samantha is holding a portfolio of two different shares, A and B. She has $14,000 invested in A and $16,000 invested in B. The following table holds: Share Expected Standard deviation Correlation Share price return of returns coefficient A $25.00 15% 30% 0.24 B $40.00 21% 41% Find the expected return and the standard deviation of returns of Samantha's portfolio. Show all workings. [6 marks) (B) Samantha's investment advisor Stuart has advised her to create a minimum variance portfolio and invest her money in Share A and Share B accordingly. She has a total of $30,000 to invest in her portfolio. Calculate the amount Samantha should invest in Share A and Share B to form a minimum variance portfolio. Also calculate the expected return and standard deviation of the resulting portfolio. Show all workings. 16 marks] (C) Assuming Samantha could have invested her money at a risk free rate of 6.5%. Use the Sharpe measure to evaluate i Samantha's portfolio derived in part (B) outperformed the portfolio in part (A). Show all workings. [3 marks]