Question 6 The table below gives some estimates for two stocks; Egham and Ascot: Stock Factor B Expected Return Idiosyncratic Risk 1.2 30% Egham Ascot 9% 6% 0.8 20% The market portfolio has a standard deviation of 16% The risk-free return in the market is currently 4%. Form a portfolio that ntains 10% of Egham, 40% Ascot and 50% of the risk-free asset. Compute the standard deviation of returns of this portfolio. Demonstrate all your work, clearly explaining the methods