You are given the following information: Stock Expected return (in %) (in %) A 10 10 B 5 5 The covariance between these returns is 16%2 . The risk-free rate is 6%. (a) Find the expected return and standard deviation of the following portfolios: i. 50% in A, 50% in B ii. 50% in A, 50% in the risk-free asset iii. 150% in A, financed by borrowing at the risk-free rate