Question 10 1 pts State ! Retum State Il Return State Ill Retum Investment (p=0.3) (p=0.5) (0-02) A 5% 7% -2% B 6% 8% 3% Given the above information on two Investments A and B. Also, Expected Return for Asset B is 6,4%, the Standard Deviation for Asset Bis 1.91 and the correlation between A and B is 0.992. Calculate the expected return for a portfolio of 30% Asset A and 70% Asset B. 7.63% 15.86% 10.03% 1271% 11295