The following data are available to you as a financial analyst: Security Expected Return Beta Standard Deviation A 0.32 1.70 0.50 B 0.30 1.40 0.35 C 0.25 1.10 0.40 D 0.22 0.95 0.24 E 0.20 1.05 0.28 F 0.14 0.70 0.18 Market 0.12 1.00 0.20 Treasury Bills 0.08 0 0 Required: a) Assuming that a portfolio is constructed using equal portions of the A, B and C stocks listed above: i) What is the expected return on and risk of such a portfolio?[4] b) Now suppose a portfolio is constructed with D and E stocks calculate the risk of a minimum variance portfolio. [4]