1. An investor invested 60% of his money in Stock A and 40% in stock B and constructed a portfolio. The return data for both stock A and B are given below: Year Return A (%) Weight=0.60 Return B (%) Weight=0.40 2009 0.52 1.65 2010 5.21 2.15 2011 7.23 0.25 2012 1.22 5.32 2013 3.22 3.12 2014 5.96 4.26 (i) Calculate the sample expected return and standard deviation for both Stock A and Stock B separately. (0.5*4=2 marks) Calculate the correlation coefficient between the two stocks. (1 mark)