Q 1(a) [8 Marks] Calculate the expected return and standard deviation of the portfolio comprising a debt security D and an equity security E, where the table below shows the expected return and standard deviation of the two securities. Further analysis determines that the correlation (p) between the two securities is 0.25. Security D E Portfolio Weightings 70% 30% Expected Return 5% 12% Standard Deviation 7% 15% Q 1(b) [10 Marks] Calculate the portfolio weights, expected return and standard deviation of the optimal risky portfolio comprising the two securities D and E outlined in part (a) of this question, where it is assumed that a risk-free rate of 3% prevails. From this, calculate the Sharpe ratio of the optimal risky portfolio. [7 Marks] Q 1(c) i malinamartiaider.noforanon to