5. You wish to create a portfolio consisting of the stocks Coil Inc. and Amp Engines. You observe the following information about past returns: Annual Returns 2018 2019 2020 Coil Amp 5.26% 4.84% 5.18% 16.49% 4.70% -4.45% Furthermore, your analysts have provided a preliminary report about the individual stock performance: Coil Amp E[r] 5.05% 5.63% Volatility (m) 0.30% 10.49% You consider investing 89% in stock A and 11% in stock B. a) Compute the covariance and correlation between both stocks! b) Compute the expected return of this portfolio! c) Compute the expected volatility of this portfolio