There are two investment instruments which are known to be normally distributed as follows: Instr$1$~N$(15,144)$ and Instr$2$~N$(25,625).$ The covariance between the instruments is $-100.$ A portfolio is constructed such that for every $2$ units invested in Instr$1,3$ units are invested in Instr$2.$

A$)$Calculate the expected return of the portfolio.

B$)$Calculate the risk$/$standard deviation of the portfolio. Would you recommend such a portfolio and why?