2. The following information is available for two stocks: You are fully invested in the two stocks. The correlation coefficient between the two stock returns is .75 a. Compute the weights of the two stocks in your portfolio. b. Compute the portfolio expected return. c. Compute the portfolio standard deviation. d. You consider selling 500 shares of stock A, and buy with the proceeds shares of stock C. Share C expected return is 16%,24% standard deviation and 0.0 correlation with A and with B. Will you do that transaction? (For this you will need the three-stock portfolio variance formula)