The expected return and risk for securities A and B are given below: Security Expected Return Standard Deviation A 16% 18% B 24% 30% Determine the expected return and risk of a portfolio with 30% invested in A and 70% invested in B if the correlation coefficient for the returns on A and B is +0.2. Assuming the correlation coefficient for the returns on A and B is -1.0 it will be possible to set up a zero risk portfolio. Determine the composition of the zero risk portfolio and the expected return on this portfolio