#6. An investor places 60% of his funds in Stock I and 40% of his funds in Stock J. The expected return on StockI is 5% and the expected return on Stock J is 10%. The standard deviation of returns for Stock I is 10% and for Stock J is 20%. (a) What is the expected return of the investor's portfolio? (b) What is the variance of the investor's portfolio assuming the correlation between the returns OH and the returns of] is +1.0? (c) What is the variance of the investor's portfolio assuming the correlation between the returns OH and the returns of] is +.5