2. The following scenario analysis for Stocks A and B are provided (rounded to the nearest percent). [10 marks) Scenario 1 Scenario 2 Scenario 3 Scenario 4 Probability 0.3 0.3 0.2 0.2 Stock A return -10% 5% 10% 20% Stock B return 5% 25% 10% 15% a) What are the expected rates of return for Stocks A and B, respectively? [2m] b) What are the standard deviations of returns on Stocks A and B? [4m] c) Assume that of your $100,000 portfolio, you invest $30,000 in Stock A and $70,000 in Stock B. What is the expected return (in dollar terms) on your portfolio? [2m] d) What is the correlation coefficient of returns between Stocks A and B? [2m]