1. Assume that the XYZ has an expected return of 5% and a standard deviation of 25%. ABC has an expected return of 9% and a standard deviation of 14%. Assume that that the correlation coefficient between XYZ and ABC is.6. Further assume that you plan to invest $150,000 of your wealth in XYZ and $250,000 in ABC. Determine the expected return and the standard deviation of the portfolio, respectively: (15 points) 2. Assume that the correlation coefficient of ABC with XYZ of problem 1 is actually - 1. How much you invest in each security to obtain the riskless hedge? You are determining the actual dollar amount invested in each security. (15 points) ce