6. a) b) Conestego and Fallen, Inc. are two firms that are being considered for a risky two-asset portfolio. Their performances are as described below: (10 pts) What are the expected return and standard deviation of the return of Conestego and Fallen, Inc.? (10 pts) An investor creates a two-asset portfolio consisting of 60% of Conestego and 40% Fallen, Inc. If the correlation coefficient of Conestego and Fallen, Inc's return is 0.33, what is expected to be the expected return and standard deviation of the return of the two-asset portfolio? Conestego, Inc. Return Probability 4% 12% 14% .30 Fallen, Inc Return Probability -2% 5% .20 .50 10%