2. You are talking to your client who wants to invest in the two stocks, X and Y. You did some research on these two stocks and came up with the following information: Stock Expected Return 25.00% Y 7.50% Variance-Covariance Matrix Y X Y X 0.125 0.015 0.036 a. If your client wants to have 18% expected return, what are the weights of these two stocks and the standard deviation of the portfolio? (5 points) b. If your client wants to have 20% standard deviation, what are the weights of these stocks and the portfolio's expected return? (5 points) c. If your client wants to have a minimum variance portfolio, what are the weights of these stocks and the portfolio's expected return? (5 points)