Suppose that there are two risky assets, A and B, with expected returns equal to 2.3% and 4.5%, respectively. Suppose that the standard devia- tions of the returns are p 6% and p 11% and that the returns on the assets have a correlation of 0.17. (a) What portfolio of A and B achieves a 3% rate of expected return? (b) What portfolios of A and B achieve a p 5:5% standard deviation of return? Among these, which has the largest expected return?