A. James Dulebohn is considering investing his money in Stock Maxis and Stock Celcom. The current market price of Celcom today is RM7.50. The share price of Celcom is expected to be RM6 next year if the economy is in recession, RM8.25 if the economy is normal and RM9 if the economy is expanding. The chances of the economy being in recession, normal and expanding are 0.10, 0.80 and 0.10, respectively. Show all your working steps. Stock Celcom does not pay any dividend. Other relevant information is as follows: Standard deviation of returns of the market portfolio 0.10 Standard deviation of returns of Stock Maxis 0.12 Expected return on Stock Maxis 0.09 The correlation of Stock Celcom and the market 0.80 The correlation of Stock Maxis and the market 0.10 The correlation of Stock Maxis and Stock Celcom 0.60 i. Calculate the expected return and standard deviation of returns for Stock Celcom. (8 marks) ii. Determine the expected return and standard deviation of a portfolio consisting of 40 percent Stock Maxis and 60 percent Stock Celcom