An investor has a portfolio containing two stocks with the following properties: i) The expected rate of return on stock 1 is E X] = 0.08 (i.e. 8%) with a variance of Var(X) = 0.15. ii) The expected rate of return on stock 2 is EY = -0.015 with a variance of Var(Y) = 0.09. iii ) The covariance between the rate of returns is Cov( X, Y) = -0.06. If the investor has 40% of their "wealth" invested in stock 1 and the remaining 60% invested in stock 2, then the rate of return on the portfolio is given by R = 0.4X + 0.6Y. a. Determine AR = E R , the expected return on the portfolio. Express the final answer as a percent to 1 decimal place. b. Determine OR = \\Var( R), the standard deviation (i.e. the risk) in the return of the portfolio. Express the final answer as a percent to 1 decimal place