Assume you are a fund manager of an investment bank, and you have estimated the following: Stock 1 has a low expected return E() = 9% with low risk = 13% Stock 2 has a high expected return E(r) = 15% with high risk o = 20% The correlation of these two stocks is P12 = -0.3. Assume further that you would like to construct a portfolio where w percent is allocated to the first stock and w = 1- w percent to the second stock. a) Express the expected return of the portfolio in terms of w b) Express the variance ("risk") of your portfolio in terms of w