Consider two portfolios of the three assets considered in the previous problem (Disney, Johnson \& Johnson, and JP Morgan Chase) with the following weights. Portfolio 1: DIS =0.1;JNJ=0.4;JPM=0.5 Portfolio 2: DIS =0.4;JNJ=0.5;JPM=0.1 A. Compute the mean and variance of each portfolio's returns and the covariance and correlation coefficient of the portfolios' returns. B. Consider an overall portfolio that consists of 30% invested in Portfolio 1 and 70% invested in Portfolio 2. Compute the mean and standard deviation of the overall portfolio. C. In the overall portfolio (combination of portfolios 1 and 2 ), vary the proportion of Portfolio 1 from 2 to 2 in increments of 0.2 and use the Data Table feature to compute the average monthly return and standard deviation of these overall portfolios. D. Plot the average return of the overall portfolios in part C against the standard deviation of these portfolios. E. In the above plot, also plot the three individual stocks. (Hint: Plot the individual stocks as Series 2 in Chart-Source Data. Also, when choosing Chart Type for Series 2, choose the type in which the points are not connected together.) F. Do you agree or disagree with the statement that both Portfolios 1 and 2 with the weights indicated above are envelope portfolios? Please explain briefly