We suppose that a market is composed of only two risky securities A and B. We consider a portfolio P composed of 40% of Security A and 60% of Security B. Security A has an expected return of 12% and a standard deviation of 24%. Security B has an expected return of 18% and a standard deviation of 30%. Furthermore, we suppose that the correlation coefficient between Security A and Security B is 0.2 and the risk-free rate is 4%. What is the expected return, noted E(RP), of the portfolio? (0.5 point) What is the risk, noted sP, of the portfolio? (0.5 point) What is the Sharpe Ratio of the portfolio P? (1 point) What is the weight in securities A and B of the Minimum Variance Portfolio of the market? (1 point) What is the volatility of the Minimal Variance Portfolio? (1 point) How would you locate the Capital Market Line on a risk/return graph knowing that you are also supposed to locate on the graph A, B, portfolio P, the minimum variance portfolio, and the risk-free asset? (1 points)