The expected return of security A is 20% and that of security B is 10%. Also, the standard deviation of security A is 4% and that the standard deviation of security B is 2%. The correlation coefficient between A and B is 0.0. a. (3) What is the expected return on the portfolio composed of 50% security A and 50% security B? b. (3) What is the standard deviation of the portfolio’s return using the weights in part A (the measure of risk)? c. (4) Use the coefficient of variations to compare the expected risk and return of the portfolio in part a above with a portfolio that only consists of security B (100% of the portfolio’s value in B and 0% in A). Given their return, which is a more risky investment? Why?