1.A) Suppose you have a portfolio that is 40% invested in Barry Co (with expected return of 14%, and standard deviation of 42%) and 60% invested in Bison Co (with expected return of 10% and standard deviation of 31%). The correlation between these two stocks is 0.20. Calculate the expected return and standard deviation of your portfolio.

B)What is your portfolio's reward to volatility ratio (Sharpe Ratio) if the risk free rate is 3%?