$5.$ The standard deviation of Shamrock Corp. stock is $19$ percent. The standard deviation of Sophie Co$.$ stock is $14$ percent. The covariance between these two stocks is $100.$ What is the correlation between Shamrock and Sophie stock?

$6.$ The parameters of the opportunity set are E$($rD$)=8\%,$ E$($rE$)=13\%,$ D $=12\%,$ E $=20\%$ and $($D$,$ E$)=0\mathrm{.}25.($i$)$Calculate global minimum variarance if the portfolio consistes of D and E$.$ and $($ii$)$ caluculate the expected return when the variance is at the global minimum.