1. You are given the following information on the economy and three stocks. a) What is the expected return and standard deviation of Asset A? b) What is the expected return and standard deviation of Asset B? c) What is the covariance and correlation between assets A \& B? d) If you have a portfolio with 55% of your wealth invested in asset A,45% of your wealth invested in asset B what is the expected return and standard deviation of your portfolio? e) If you have a portfolio of assets A \& B, what percentage of your portfolio has to be invested in asset A for you to have a portfolio return of 6.73%