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You are given the following information: The covariance between these returns is 16%2. The risk-free rate is 6%. Which portfolio of A and B has:

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You are given the following information: The covariance between these returns is 16%2. The risk-free rate is 6%. Which portfolio of A and B has: (a) An expected return of 10% (b) An expected return of 7.5% (c) A standard deviation of 7.5\% (Don't be too rigorous, just try to find one portfolio with this SD. You might need Excel for this one)

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