Consider the following probability distribution for stocks A and B:

State	Probability	Returns on Stock A	Returns on Stock B
1	0.1	10%	8%
2	0.2	13%	7%
3	0.2	12%	6%
4	0.3	14%	11%
5	0.2	15%	8%

1. Calculate the expected rate of return of stocks A and B.
2. Calculate the standard deviations of stocks A and B.
3. Calculate the coefficient of correlation between A and B.
4. If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?
5. Calculate the weights of A and B in the global minimum variance portfolio.
6. Calculate the expected rate of return and standard deviation of the global minimum variance portfolio.