You are given the following information: The covariance between these returns is 16%2. The risk-free rate is 6%. 1. Find the expected return and standard deviation of the following portfolios: (a) 50% in A, 50% in B (You already found this in HW Week 6 ) (b) 50% in A,50% in the risk-free asset (c) 150% in A, financed by borrowing at the risk-free rate (d) 100% in A, rest invested at the risk-free rate (e) 20% in A, 20% in B, rest invested at the risk-free rate (Hint: you can use what you calculated in part (a))