This information is for all questions: You are trying to make the least-risky portfolio possible from this set of ETFs. Risk is being measured by Standard Deviation of returns (sigma). ETF sigma A 10% 25% mu B 9% 15% Correlation coefficient (rho). A to B: -50% 3 15 What is the standard deviation (sigma) for a portfolio comprised of 50% A and 50%B? Round your answer to three decimal places. Do not write your answer as a percent. IE: write 0.251 not 25.1%. 4 15 Of the three possible portfolios discussed in this assignment, which is the least risky? Not enough information is provided to answer this question Portfolio comprised of 50% A and 50% B Portfolio of only a Portfolio of only B