Security #1 #2 Expected Return Standard Deviation Beta 0.10 0.24 0.20 1.25 0.08 0.80 hat is the expected return of a portfolio consisting of 60% Security # 1 and 40% Security # 2? elect one: a. 8.20% b. 9.20% c. 10.20% O d. 11.20% Oe. None of the above What is the Beta of a portfolio consisting of 60% Security #1 and 40% Security #2? What is the standard deviation of a portfolio consisting of 60 % Security # 1 and 40 % Security #2 if the correlation coefficient between Securities # 1 and # 2 is zero? Select one: a. 0.1047 b. 0.1247 c. 0.1447 d. 0.1647 e. None of the above What should be the weight of Security # 1 in a portfolio consisting of Securities # 1 and # 2 to minimize the portfolio's standard deviation if the correlation coefficient between Securities # 1 and # 2 is zero? Select one a. 40.98% b. 47.36% c. 53.28 % d. 59.81% e None of the above 4 What should be the weight of Security #1 in.a portfolio consisting of Secuntnes #1 and #2 to minimze theportolio's standard deviation it the comelation bp