Given the following: Stock A; Expected Return 20%, Standard Deviation 30 Stock B: Expected Return 10% Standard Deviation 15 Stock C Expected Return 15% Standard Deviation 20 Treasury Bills: Expected Return 3% Inflation: 1% Correlation between A and B = .6 Correlation between A and C = .1 Find the following: 50%A and 50% B 1) Expected Return of a portfolio of 50% A and 50% B 2) Standard Deviation of a portfolio of 50% A and 50% B 3) Sharpe Ratio of a portfolio of 50% A and 50% B