Question no 2: The expected returns and standard deviation of returns for two securities are as follows: Security A Security B Expected Return 0.15 0.35 Standard Deviation (STD) 0.2 0.4 The correlation between the returns is + 0.25. (a) Calculate the expected return and standard deviation for the following portfolios: i. all in A ii. 0.75 in A and 0.25 in B iii. 0.5 in A and 0.5 in B iv. 0.25 in A and 0.75 in B V. all in B (b) Draw the mean-standard deviation or mean variance frontier (possible set). c) Calculate the expected return and standard deviation for the following portfolios: i -0.1 in A and +1.1 in B ii -0.5 in A and +1.5 in B iii -0.5 in B and +1.5 in A (d) Draw the new mean - standard deviation or mean variance frontier