4. Consider Table 3, which presents risk, return, and correlation estimates for stock 1, stock 2, and the riskless asset. Table 3 Stock 1 3% 6% Expected Return (%) Standard Deviation (%) Correlation (Stock 1, Stock 2) Stock 2 9% 12% 0.20 Riskless asset 1% 0% a) Consider Table 3. Form a portfolio of stocks 1 and 2. Calculate the expected return and standard deviation risk of an equally weighted portfolio of stocks 1 and 2. Detail all calculations that you use. b) Consider Table 3. Form a portfolio of stocks 1 and 2. Calculate the weight of stock 1 and stock 2 in the minimum variance portfolio. Calculate the expected return and standard deviation risk of the minimum variance portfolio Detail all calculations that you use. c) Consider Table 3. Form a portfolio of stocks 1 and 2. Plot the minimum variance frontier showing combinations of stocks 1 and 2. Show where the equally weighted portfolio from part a) and the minimum variance portfolio from part b) are located on the minimum variance frontier. Detail all calculations that you use. d) Consider Table 3. Form a portfolio of stock 1, stock 2, and the riskless asset. Calculate the weight of stock 1 and the weight of stock 2 in the tangency portfolio. Detail all calculations that you use