Analyzing the stock market produces the following information about the returns of two stocks: Expected Return Standard Deviation Stock 1 -15% 11% Assume that the returns are positively correlated, with correlation = 0.60. (0) Find the mean and standard deviation of the return on a portfolio consisting of an equal investment in each of the two stocks. Suppose that you wish to invest $1 million. Discuss whether you should invest your money in stock 1, stock 2, or a portfolio composed of an equal amount of both stocks. (ii) Stock 2 -20% 21%