4. Consider the following data: Let V(t)=x1S1(t)+x2S2(t) (a) Assuming the initial weighting is 50% invested in S1 find the expected value and standard deviation of the portfolio return. (b) Assuming the initial weighting is 20% invested in S1 find the expected value and standard deviation of the portfolio return. (c) Assuming the initial weighting is 500% invested in S1 find the expected value and standard deviation of the portfolio return. (d) Assuming the initial weighting is 200% invested in S1 find the expected value and standard deviation of the portfolio return. 4. Consider the following data: Let V(t)=x1S1(t)+x2S2(t) (a) Assuming the initial weighting is 50% invested in S1 find the expected value and standard deviation of the portfolio return. (b) Assuming the initial weighting is 20% invested in S1 find the expected value and standard deviation of the portfolio return. (c) Assuming the initial weighting is 500% invested in S1 find the expected value and standard deviation of the portfolio return. (d) Assuming the initial weighting is 200% invested in S1 find the expected value and standard deviation of the portfolio return