You wanted to build a portfolio of two assets A and B. A is expected to give an annual return of 10% and B is expected to give an annual return of 30%. The annual standard deviation of A and B are 10% and 30% respectively. The correlation between the two is expected to be -0.5 . You can compute covariance between A and B as the product of correlation coefficient, standard deviation of A and standard deviation of B i. Compute the expected return of the portfolio if you invest 30% in A and 70% in B. (1 Mark) ii. Compute the variance of the portfolio if you invest 30% in A and 70% in B. (3 Marks). iii. How much should be invested in A if the variance of the portfolio needs to be the minimum