6. Conestego and Fallen, Inc. are two firms that are being considered for a risky two-asset portfolio. Their performances are as described below: a) (10 pts) What are the expected return and standard deviation of the return of Conestego and Fallen, Inc.? b) (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? Conestepo, Inc. Fallen. Ine Return Probability Return Probability 20 .29% 30 10% 4