Exercice 1. Suppose you hold a portfolio of two stocks. The relevant information on these two stocks is given below Stock Expected Return Weight 0.6 0.4 Variance 0.04 0.09 0.12 0.20 2 1. Compute the expected return and variance of your portfolio assuming 012 is 0,- 1 and 1 2. In a diagram three possible values of the correlation. illustrate the possible combinations of means and returns for the