6. A portfolio consists of an investment in the following three stocks: The correlation matrix of the stocks' returns is given by 10.50.40.5100.401. (a) Portfolio A is formed by mixing the three stocks in a 5:4:1 ratio, and Portfolio B is formed by mixing the three stocks in a 2:5:7 ratio. Calculate the difference in the standard deviations of returns for the two portfolios. (b) Calculate the expected return and standard deviation of the return for the minimum-variance portfolio. (c) Suppose a risk-free asset earning 4% per year is available. i. Calculate the expected return and standard deviation of the return for the tangency portfolio. ii. Calculate the minimum standard deviation of the return that an investor needs to bear in order to earn an expected return of 16%