B Benjamin Tang currently has holdings in the following three companies: E(R) o Vivian Tam & Yuanyuan Wang Technologies (X) 14% 16% 2.0 Vivien Wang & Danny Dong Ltd. (Y) 12% 14% 1.6 Omar Salahuddin & Philip Viegas Inc. (Z) 10% 11% 1.2 Coefficient of Correlation What would be the expected return, standard deviation, and for the following portfolios: Portfolio A $20,000 in X and $30,000 in Y? Portfolio B $35,000 in Y and $15,000 in Z? Which one is the better portfolio and why? b. Assuming normal distribution, determine the range within which approximately 95% of the portfolio A's returns will fall? Pxy = -0.4 Pxz = 0.6 Pyz = -0.7 a