E B Body Text W Tuist Para ADOLEDC (a) AaBb Normal Number AaBbCcDc 1 Table Par... Font Replace See Paragraph Dictate Styles Exercise 4.4.2. The percentage retums on shares of Jack's Cutlery and Kate's Chemicals are described by random variables with the following traits: Hj = .05, Hk = .10, o, = .03, ok = .04, and Puk = .2. a. Suppose you invest in a portfolio consisting of seven-tenths Jack's Cutlery and three-tenths Kate's Chemicals. What are the expected return and standard deviation of the returns of this portfolio? b. A friend suggests that you invest all of your money in Jack's Cutlery. Does it make sense to follow this advice? Explain. c. You have $50,000 to invest, and decide to put $35,000 into Jack's Cutlery and the remainder into Kate's Chemicals. What is your expected dollar return and the standard deviation of your dollar returns? 10 1:45 PM 16/2019 DE e @ LUW earch