Question 1 Ms. Maple is considering two securities, A and B, and the relevant information is given below: Probability Return on A(%) Return on B(%) State of the economy Bear Bull 0.3 0.5 0.7 0.5 a. Calculate the expected return and standard deviation for each of two securities. b. Suppose Miss Maple invested $2,500 in security A and $3,500 in security B. Calculate the expected return and standard deviation of her portfolio. c. Suppose Miss Maple wants to have a portfolio, which pays 20% expected return. What are the weights of securities A and B in this new portfolio? What do these weights mean