Hello

I need help on those 3 question

1. You are attempting to construct a minimum variance portfolio (MVP) with two well- diversified funds, S and B. The following table contains relevant information:

Fund	Expected Return	Expected Standard Deviation of Returns
S	20%	30%
B	12%	15%
Correlation of S and B = 0.10

Determine the expected return and standard deviation of the MVP consisting of funds S and B.

2. You are invested in risk-free assets with a return of 12% in combination with a risky portfolio with an expected return 30% and a standard deviation of 40%. Your total standard deviation is 30%. Determine your expected return.

3.

Stock	Expected Return	Beta	Firm-specific standard deviation
A	13%	0.8	30%
B	18%	1.2	40%
market = 22%; Risk-free rate = 8%

a. Using data from the above table, determine the standard deviations of Stocks A and B.

b. Determine your expected return and portfolio beta if you combine the stocks and the risk free asset in the following weights: w_RF = 0.25; w_A = 0.30; w_B = 0.45.