Question 2 Homework - Unanswered You have following information: Stock A has an expected return of 15%, standard deviation of 8% and beta of 1.2. Stock Bhas an expected return of 12%, standard deviation of 14% and beta of 0.9. T-bills have an expected return of 5% and a standard deviation of 3.5%. What is the portfolio expected return and the portfolio systematic risk if you invest 30% in A, 30% in B and 40% in the T- bills? Select an answer and submit For keyboard navigation, use the up/down arrow keys to select an answer. a 10.1%; 1.03 b 10.1%; 0.63 C 10.8%; 0.72 d 10.8%; 1.02 e 10.67%; 0.70 Submit attempt left