10. An equally weighted portfolio will consist of shares from AAB Company stock and ZZY Company ock. The expected levels associated with the AAB Company stark are 5% and 12%, respectively. The standard deviation levels for ZZY Company stock ar .0 and 20%. Find the expected return and standard deviation levels of this portfolio if returns on the tiwo stocks are: (a) perfectly correlated; (b) independent; i.e., a zero correlation coefficient; (c) perfectly inversely correlated. 11. An investor will place one-third of his money into security 1 , one-sixth into security 2 , and the remainder (one-half) into security 3 . Security data is given in the table below: Find the expected return and variance of this portfolio