Suppose the expected return for assets a and bare 10% and 20% respectively, and the standard deviation of the returns for the two assets are 20% and 40% respectively. Suppose further that the correlation between the two assets is 0, and that the risk-free rate is 5 percent. A Compute the weights for the minimum-risk portfolio of the two risky assets alone. B. Compute the weights for the optimal combination of the two risky assets alone C. Compute the expected return for the optimal combination of the two risky assets alone. D. Compute the standard deviation for the optimal combination of the two risky assets alone. E. Suppose you wished to have an expected return of 10 percent. (15 Points) 1. Compute the weights for the three assets that would produce this return for the minimum risk 2. Compute the standard deviation of this portfolio. 3. Prove that the expected return for this portfolio is 10 percent. F. Note that the return for asset a is 10 percent, why would it be better to invest in the portfolio you calculated above