FOR NEXT TIME Let's say you have 2 stocks: Nike and Bocing Assume that Nike's average return over the last 5 years has been 20% per year and that Boeing's has been is," Also assume that the standard deviations of those returns were 40% and 20%, respectively. If the correlation coefficient (p) for these two stocks is 0.5, what would be the expected return and standard deviation of an equally weighted (50% in each) portfolio of the two stocks? What if the correlation coefficient is-0.3 Compare your answer with p-0.5. Is there a trend? What's going on? If p:-1, is there some weighting of the two stocks that would allow you to reduce the portfolio standard deviation to 0