a$)$ A portfolio consisting of Stocks $1$ and $2$ has an expected return of $15\%$ What is the standard deviation of this

portfolio given the information about Stocks $1$ and $2$ in Table $3\mathrm{.}1?$

b$)$ A portfolio consisting of Stocks $3$ and $4$ has zero variance. What is the weight of Stock $4$ in this portfolio given

the information about Stocks $3$ and $4$ in Table $3\mathrm{.}2?$

Sub the $-2\mathrm{.}50$ for correlation for $-1\mathrm{.}00$