Suppose there are only two stocks, High Tech Corp. and Low Tech Corp., and a risk free asset (U.S. Treasury bills). You are considering investing in a portfolio of the two stocks. Suppose you put 40% of your funds in High Tech and 60% in Low Tech. What is the expected return of the portfolio and the standard deviation, respectively? Expected Return S.D. of Returns High Tech (HT) 15% 30% Low Tech (LT) 8% 10% Risk-free Asset (RF) 4% 0% Corr. b/w HT & LT -0.1 Corr. b/w LT & RF 0 Corr. b/w HT & RF 0