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3)An investor has 800 000TL to invest. He invests 600 000TL in stock A which has variance of%12,5 and expected return of 0,25. He considers

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3)An investor has 800 000TL to invest. He invests 600 000TL in stock A which has variance of%12,5 and expected return of 0,25. He considers to invest the rest in Stock B. Stock B has variance of %25 and expected return 0,6. The correlation coefficient between A and B is 0,45. a) Calculate the expected return and standard deviation of a portfolio that includes A and B stocks. b)Is there a way to reduce systematic risk of this portfolio? If, explain briefly

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