3. Assume you had two stocks. Stock A had an expected return of 20% and a standard deviation of 25%. Stock B had an expected return of 15% and a standard deviation of 20%. You want to create a portfolio made up of 65% stock A and 35% stock B. Find the expected return and standard deviation of this portfolio under the following conditions

3a. Correlation between stock A and B is 1.0

3b. Correlation between stock A and B is 0.5

3c. Correlation between stock A and B is 0.0

3d. Correlation between stock A and B is -0.5

3e. Correlation between stock A and B is -1.0