Question 5 (5 pt) Suppose you form a portfolio of two assets. Asset A has an expected return of 9% and standard deviation of 17%. Asset B has an expected return of 13% and standard deviation of 21%. The pairwise correlation between the two is 0.25. The return on the riskless asset is 2% (a) If you form a portfolio consisting of two third in Asset A (YA = ?) and one thirds in Asset B (y ), what is the expected return on this portfolio? What is the standard deviation? expectedl neluru. 10.33% sd: (b) Plot Asset A, Asset B, and the portfolio in risk-expected return space. (c) What is the risk premium you earn holding the portfolio? (That is, what is the expected excess return, over the risk-free rate, on this portfolio?) (d) What is the Sharpe ratio of the portfolio? Qualitatively, how would the Sharpe ratio change if the two assets had a higher correlation