Suppose that there are two assets: A and B. Asset A has expected return of 20% and standard deviation of o* and Asset B has expected return of 12% and standard deviation of o*. Expected Return (E(R)) A 20% B 12% Standard Deviation (0) Evaluate the following statements independently: (a) As B is strictly dominated by A in terms of total risk (standard deviation), there is no value in having B in portfolio formation. (Without doing any calculation) [