A broker has decided to to build a portfolio of two stocks for a retired individual. The first stock "G" has an expected return of 10.25% with a variance of 73.96. The second stock "K" has an expected return of 7.75% with a variance of 18.49. The correlation between the two stocks is -0.58.

a) With the given information, what is the covariance between the two stocks, to two decimal places?

b) With the given information, what is the variance, to two decimal places, of a portfolio of the two stocks where seven times as much is invested in stock K compared to how much is invested in stock G?

c) With the given information, what is the standard deviation, to two decimal places, of a portfolio of the two stocks where seven times as much is invested in stock K compared to how much is invested in stock G?

d) With the given information, what is the expected return, to two decimal places, of a portfolio of the two stocks where seven times as much is invested in stock K compared to how much is invested in stock G?