You have been hired as an advisor to a brokerage firm and your first task is to build a portfolio of two assets for a new client seeking to minimize the risk of their investment.The data in the following table shows the expected returns, variances and covariances for assets A ByC. Considering that each scenario has the same probability of occurrence, form the requested portfolio and calculate the return and risk of said portfolio

Active. A B. C Stage E(R) E(R). E(R) 1. 17. 11. 2 2. 12. 6. 7 3. 8. 2. 20

Variance A 13.56 B. 13.56 C 57.56

Covariance AB. 13.55 AC. - 26.56 BC. -26.56