If there are no restrictions on short sales or borrowing, what is the expected return and standard deviation on the portfolio of these two assets if they are invested half in A and half in B?
a. Exp. Return(ab) =9.0% and Standard Deviation = 9%
b. R(ab)= 11.0% and SD = 6%
c. R(ab) = 11.0% and SD= 6%
d. R(ab) = 12.0% and SD = 9%
e. None of the above.