1. Consider a portfolio of 250 shares of firm A worth $30 per share and 1500 shares of firm B worth $20 per share. You expect a return of 4% for stock A and a return of 9% for stock B. (a) What are the portfolio weights and what is the expected return of the portfolio? (b) Suppose the Correlation Coefficient of the portfolio is -0.4, and the standard deviation of firm A=15% and 30% for firm B. What is the standard deviation of the portfolio