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The following information is provided about three shares, A, B and C.E(R) SD(R)ABC0.10.20.40.100.300.60Cov (A,B) = 0.03Cov (A,C) = -0.09Cov (B,C) = 0.06What is the risk

The following information is provided about three shares, A, B and C.E(R) SD(R)ABC0.10.20.40.100.300.60Cov (A,B) = 0.03Cov (A,C) = -0.09Cov (B,C) = 0.06What is the risk and return of a portfolio with 50% of its wealth invested in A, and 25% of wealthinvested in both B and C

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