Imagine you have $1000 you want to invest. There are two stocks available. Swift corporation's stock is currently selling for $100. The stock price will either go up to $120 with probability 0.6 or go down to $90 with probability 0.4. Locke corporation stock is currently selling for $50. The stock will either go up to $60 with probability 0.7 or down to $35 with probability 0.3. The two stocks are uncorrelated. Consider the following potential strategies. a Invest all $1000 in Swift corporation's stock. b Invest all $1000 in Locke corporation's stock c Invest $500 in each stock. d Short sell $1000 of Locke corporation's stock. Put all $2000 in Swift corporation's stock. e Invest all $1000 in a risk-free T-bill that earns 1%. For each of those strategies: What are all possible payoffs? What are the possible returns? . What is the expected return? What is the variance of the returns?