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 13.48% 19.48% 14.05% 15.42% 2.39% -5.83% Furthermore, your analysts have provided a preliminary report about the individual stock performance: Coil Amp E[r] 9.97% 9.69% Volatility (o) 6.57% 13.59% You consider investing 87% in stock A and 13% 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