16.) Given the returns of two stocks J and K in the table below over the next 4 years. Find the expected return and standard deviation of a portfolio consisting of 40% of stock J and 60% in stock K over the next 4 years:

a. 10.7% and 1.50%

b. 10.6% and 1.79%

c. 10.6% and 1.16%

d. 14.3% and 2.02%

17.) Find the correlation coefficient for the return of stocks J and K in the table below.

a. 0.74

b. -0.63

c. -0.74

d. 0.82

\begin{tabular}{|c|c|c|} \hline & Stock J & Stock K \\ \hline 2020 & 10% & 9% \\ \hline 2021 & 12% & 8% \\ \hline 2022 & 13% & 10% \\ \hline 2023 & 15% & 11% \\ \hline \end{tabular}