Consider the following expected returns, volatilities, and correlations: Corr w Corr w Corr w Stock Delta Google E[Return] Std. Dev. Delta Google Facebook 10% 8% 1.0 -1.0 0.0 30% 25% -1.0 1.0 0.4 Facebook 20% 15% 0.0 0.4 1.0 a) What is the expected return of a portfolio that consists of a long position of $6,000 in Facebook, a long position of $4,000 in Google, and a short position of $6,000 in Delta? b) What is the volatility of a portfolio that consists of a long position of $10,000 in Facebook and a short position of $2,000 in Google?