Consider two assets, A and B, in a single factor economy. The results from excess return regressions of assets and the macro factor portfolio are given as: R A e = +0.03 + 0.70R Z e R 2 = 0.20 E( R Z ) = R f = R B e = 0.02 + 1.20R Z e R 2 = 0.12 Rz = For each asset, (a) compute the expected return, standard deviation, and reward to volatility ratio and ( decompose variance into its components. Now repeat the previous step for a portfolio invested 60% in A and 40% in B.