Given the following expectations for return, risk and correlation: E (r) o psb 0.22 0.31 Portfolio S -0.25 Portfolio B 0.1 0.06 Risk-free 0.055 An optimal portfolio of S and B has been calculated to contain 0.5 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B? 0.1503 0.1774 0.1706 0.1590 0.1639 Given the returns, risk, and correlation: E (r) O pSB Portfolio S 0.16 0.42 -0.17 Portfolio B 0.085 0.21 Risk-free 0.045 What is the expected return for the minimum-variance portfolio? 0.1067 0.0951 O 0.1027 0.0885 0.0987