An investor nvester 65% of his money in stock and 35% in stock b and constructed a portfolio the return data for both stock a and b are given brlow I.Calculate the correlation coefficient between Stock A and Stock B. (1 mark) il. Calculate the portfolio standard deviation using the above data. (3 marks) ill. Will this portfolio selection reduce the risk efficiently? Please explain. (0.5+2.5-3 marks) b. According to the capital asset pricing model the expected return on shares in the Gamma Corporation is 10.6%6, The beta value associated with these shares is 0.95 and the risk-free rate of interest is 4%. Given this information, calculate the market risk premium and the expected return on the market portfolio? (3 marks)