6). Given the following expected returns and standard deviations for shares X and Y, what is the expected return and standard deviation for a period composed of 60 per cent the X and 40 per cent of Y, assuming X and Y have a perfect negative correlation. 6). Given the following expected returns and standard deviations for shares X and Y, what is the expected return and standard deviation for a period composed of 60 per cent the X and 40 per cent of Y, assuming X and Y have a perfect negative correlation