4) WP Corp has an annual retum mean and standard deviation of 11 and 34 percent. DW Corp, has an annual return mean and standard deviation of 15 and 39%. You have a portfolio that is 50% WP and 50% DW. The return correlation between WP and DW is zero. a) What is the expected annual return and standard deviation of the portfolio? 2.5%? b) What is the smallest expected loss of the portfolio in the coming month with a probability of c) What is the smallest expected loss of the portfolio in the coming 5 months with a probability of 5%? Critical Values: 1%2.326,2.5%1.96,5%1.645