The table below gives information on three risky assets: A, B, and C. Standard Expected Deviation Correlations Asset return of the Return A B C A 11.5 23 1 0.25 0.4 B 14 43 0.25 1 0.15 18 58 0.4 0.15 1 C There is also a risk-free asset F whose expected return is 9.9 percent.