You are trying to form portfolios based on the following information: Return B State Poor Normal Good Very Good Return Probability A 20.0% -4.0% 40.0% 3.0% 30.0% 10.0% 10.0% 30.0% -4.0% 8.0% 8.0% 10.0% You also know the risk-free rate is 5%. Use the following information for questions 6 to 9. Suppose we construct a portfolio with 20% of Stock A and 80% Stock B. Question 6: Calculate the Expected Return of the Portfolio Question 7: Calculate the Standard Deviation of the Portfolio Question 8: Calculate the Sharpe Ratio of the Portfolio Question 9: Which portfolio is would we select; one with 20% in Stock A and 80% in Stock B or a portfolio with 30% in Stock A and 70% in Stock B? Question 10: Calculate the Minimum Variance Portfolio