c$)$ You have $$175$m invested in Caterpillar which has an expected return of $11\%$ and risk

of $23\%$; and $$55$m invested in Ford, which has expected return of $8\%$ and risk of $20\%.$

The correlation coefficient of the two stocks is $0\mathrm{.}6.$ Calculate the risk and return of a

portfolio containing these two stocks.