Question 22 9 out of 15 points Problem 2 (15 points): State Probability Return on Stock A Return on Stock B 1 0.15 8% 8% 2 0.20 13% 7% 3 0.15 12% 6% 4 0.30 14% 9% 5 0.20 16% 11% a. Calculate the expected return and standard deviations for stocks A and B. b. If stock A comprises 35% of your portfolio while stock B comprises 65% of your portfolio, what is the expected return and standard deviation of your portfolio? Let G be the global minimum variance portfolio. The weights of A and Bin Gare and respectively. Selected Answer: Test 2 FIN.xlsx