e$)$ Form ten different portfolios using the following weights and the correlation coefficients that you have calculated in part d:weight of the first stock $=\{1,0\mathrm{.}9,0\mathrm{.}8,0\mathrm{.}7,0\mathrm{.}6,0\mathrm{.}5,0\mathrm{.}4,0\mathrm{.}3,0\mathrm{.}2,0\mathrm{.}1,0\}$weight of the second stock $=\{0,0\mathrm{.}1,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}7,0\mathrm{.}8,0\mathrm{.}9,1\}$f$)$ Plot the expected return and standard deviation of each portfolio that you have calculated in part fg$)$ Repeat the exercises in part e and f by assuming that the correlation between the two stocks is equal to $1$h$)$ Repeat the exercises in part e and f by assuming that the correlation between the two stocks is equal to $-1.$