The universe of available securities includes two risky stock funds A and B, and T-bills. The data for the universe are as follows: Securities Expected Return (%) Standard Deviation (%) A 10 20 B 30 60 T-bills 5 5 0 0 The covariance between fund A and B returns is 204. Requirements: 1. Calculate the correlation coefficient of returns between security A and B. ii. Calculate the expected return, risk and reward to variability ratio of the minimum variance portfolio. Calculate the expected return, risk and reward to variability ratio of the optimal complete portfolio assuming the investor's risk aversion coefficient is 3.0. The universe of available securities includes two risky stock funds A and B, and T-bills. The data for the universe are as follows: Securities Expected Return (%) Standard Deviation (%) A 10 20 B 30 60 T-bills 5 5 0 0 The covariance between fund A and B returns is 204. Requirements: 1. Calculate the correlation coefficient of returns between security A and B. ii. Calculate the expected return, risk and reward to variability ratio of the minimum variance portfolio. Calculate the expected return, risk and reward to variability ratio of the optimal complete portfolio assuming the investor's risk aversion coefficient is 3.0