12. Suppose the expected return for assets a and b are 30% and 20% respectively, and the standard deviation of the returns for the two assets are 20% and 10% respectively. Suppose further that the correlation between the two assets is 0, and that the risk-free rate is 5 percent (15 Points) a. Compute the weights for the minimum-risk combination of the two risky assets alone. b. Compute the expected return for the minimum-risk combination of the two risky assets alone. C. Compute the standard deviation for the minimum-risk combination of the two risky assets alone