Question 3 You are given the following information of two assets: Asset A B Value of investment Expected return RM30 million 15% RM20 million 12% Standard deviation 10% 8% Correlation coefficient between returns on asset A and B is 0.3. Assume 252-days trading a year. (a) You have been asked to compute: (i) portfolio expected return (6 marks) (ii) portfolio standard deviation (6 marks) (iii) one-day and ten-day value at Risk (VaR) (10 marks) (b) Interpret the result of part (a) above. (3 marks)