d) Given the large-cap stock index and the government bond index data in the following table. Assumed Returns, Variances, and Correlations Large-Cap Stock Index Government Bond Index Expected return 15% 5% Standard deviation 15% 10% Correlation 0.5 a Calculate the expected mean return and standard deviation of return for a portfolio 75 percent invested in the stock index and 25 percent invested in the bond index. (12 marks)