ctrl Principals of Investments Professor Saeid Hoseinzade Problem Set 2 1The expected returns and standard deviation of returns for two securities are as follows: Expected Return Standard Deviation Security Z 1 5% 20% Security Y 35% 40% The correlation between the returns is +0.25. (a) Calculate the expected return and standard deviation for the following portfolios: 1. All in Z 2.0.75 in Z and .25 in Y 3.0.5 in Z and 5 in Y 4.0.25 in Z and.75 in Y 5. All in Y