Suppose a portfolio with two securities. A bond and a share. The bond has expected return 5% and the share 12%.

A) Can a combination of the two securities to have an expected return of 14%? Under what conditions the answer is not it? If the answer is yes, under what conditions this apllies?

B) Can a combination of the two securities have zero risk, as measured by the standard deviation of the expected returns? What is the condition for this to be true?

C) Can a combination have a zero beta portfolio? What is the condition for this to be true?