The company Rasha has a cash surplus of 100000 s that will be invested in a two-asset portfolio. The correlation coefficient between the two stocks A and B is: corr(A,B)=r(A,B)=0,2. For each of the following allocations, compute the expected return and the standard deviation of the two-asset portfolio: Pf1=80%A+20%BPf2=60%B+40%APf3=equallyweightedE(R)=9.6%O=0.1269E(R)=8.8%S=0.0750E(R)=9%