Use the following data to answer 913 9. The expected return on asset A is: a. 10% b. 11% c. 15% d. 20% e. 5% 10. The expected return on asset B is: a. 10% b. 11% c. 15% d. 20% e. 5% 11. The standard deviation in return on asset A is: a. 4% b. 8% c. 10% d. 15% e. 6% 12. The covariance in the returns on asset A and asset B is: a. -30 b. -40 c. -50 d. -60 e. 30 13. The correlation coefficient for the returns on assets A and B is: a. +1 b. +0.34 c. -0.34 d. -0.75 e. -1