Problem 3 (10 points) A. Use the following information to answer the questions below: Security Return(S1) Return(S2) A 16% 20% B 12% 25% Risk-free asset return = 4%; Si is State-1 and S2 is State-2; Prob(S1) = 0.6; Prob(S2) = 0.4 1). What is the expected return on Security A and the expected return on Security B? (2 points) ii). What is the standard deviation of returns of an equally weighted portfolio made up of Security A and Security B? (3 points)