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 10 20 1 0.5 0.15 B 15 35 0.5 1 0.3 C 20 46 0.15 0.3 1 There is also a risk-free asset F whose expected return is 9.9 percent.