ABC and XYZ are 2 stocks with the following return statistics:

10.a. Compute the expected return and standard deviation of a portfolio composed of 25% ABC and 75% XYZ.
10.b. Compute the returns of all portfolios that are combinations of ABC and XYZ with the proportion of ABC being 0%, 10%, ... , 90%, 100%. Graph these returns 10.c. Compute the minimum variance portfolio

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A B C Standard deviation of 1 Expected return return 2 ABC 15% 33% 3 XYZ 25% 46% 4 Covariance(ABC,XYZ) 0.0865 5 Correlation (ABC,XYZ) 0.5698