5-Consider investing money into two stocks. Suppose they have expected returns of 10% and 20%, respectively. Assume further that the have variances of 2,25% and 6,25%, with a correlation of 50%. What would we the risk (standard deviation) of a portfolio with 100% return? 135% 155% O 175% 195% Dier 6- A company has recently paid a 2,1 TL dividend per share. It expects a 7% dividend growth rate in the next three years. After three years, the expected growth rate declines to 3% in perpetuity. Risk-free rate is 6%, market risk premium is 4%, and beta is 1. Find the value per share. 30,40 TL 32,40 TL 34,40 TL 36,40 TL O Dier