Assume that the expected returns of BBVA and BSCH for next year are 30% and 15% respectively, with volatilities of 25% and 12%. If you structure your portfolio as follows: 45% BBVA and 55% BSCH, calculate a) the expected one-year return on your portfolio b) The risk measured in volatility of your portfolio if the correlation coefficient between both companies are 1 c) And if it is 0? d) And in the case that it is -1? Comment the result