Question 9 1pt State I Return Investment State Il Return State Il Return (p 0.3) (p=0.5) (p=0.23 5% 7% -25 B 6% 896 35 Given the above information on two investments A and B. Also, Expected return for Asset B is 6.4% the Standard Deviation for Asset i 191 and the correlation between A and B is 0.992 Calculate the standard deviation of returns for Asset A 341 21 0 42 55 41%