use the following to answer the following three questions: ( standard deviation measures total risk and beta measure systematic risk). Return. A.16%, B 12% risk free asset 4%, standard deviation , A 20%, B 25%, risk free asset 0, beta A. 1. B 0.8 risk free asst ??? 1) which of A and B has the least totalrisk? the least systematic risk? (A). A;A. (b) A;B. (c). B;A, (D) B;B. (E) cannot be determined without more informatiin. 2. which is the value of sustematic risk for portfolio with 2/3 of the fundsinvestedin A and 1/3 of the funds invested in B? what is the portfolio expected return and the portfolio beta if you invest 35%, in A, 45% in B and 20% in thr risk free asset? A) 19.2%; 1.12. (B) 10.2%; 1.00. (c) 11.8% ;0.94. (d) 11.8% ; 0.72 (e) 11.8% ;0.78.