Assume the standard deviation of security Als 0.80 and the standard deviation of security B is 0.33. The correlation coefficient between A and B is 0.4. What is the standard deviation of a portfolio composed of 75% security A and 25% security B? Express your answer as a decimal and round to two decimal places lie 0.17) Suppose you are approached with the opportunity to invest in an oil drilling operation. It is a very risky investment and could lead to large gains or large losses. The table below outlines the various possible outcomes of the test drilling and the associated returns if you invest States of Nature Probabilities Returns No oil found 0.50 -60% Small amount of oil found 0.30 -10% Significant amount oil found 0.10 60% A real gusher! 0.10 250% What is the expected return on the oil drilling investment? Answer in percentage form and round to two decimal places (ie. X.YY. D Question 6 6 pts Your portfolio has an expected retum of 13.5%. The portfolio includes two stocks. The first stock has a weight of 0.25 and the second has a weight of 0.75. If the expected return on the first stock is 15%, then what is the expected return on the second stock in percentage terms? Bxpress you answer in percentage terms and round to two decimal places (e.XXY