FIRST PORTFOLIO: Assume that you put $50\%$ of your money in your stock and $50\%$ of

your money in BIST $100.$ Calculate:

a$.$ Expected return for your portfolio.

b$.$ Variance of this portfolio

c$.$ Standard deviation of this portfolio

SECOND PORTFOLIO: Assume that you put $80\%$ of your money in your stock and $20\%$

of your money in BIST $100.$ Calculate:

d$.$ Expected return for your portfolio

e$.$ Variance of this portfolio

f$.$ Standard deviation of this portfolio$\backslash$table$[[$tursg$($MYSTOCK$),,,$BIST$100,],[$expected rerun$($ER$)(\%),9,17,,$Expected Return $(\%),3,00],[$STD $(\%),17,791,,$STD $(\%),16,113],[$VAR$(\%),316,521,,$VAR $(\%),259,640],[,,,,],[,,,,],[$first portfolio e$^(),6\mathrm{.}085,$second portfolio e $^(),,],[$first portfolio variance,,second portfolio variance,,$],[$first portfolio std$,,$second portfolio std$,,]]$