For the following questions (3-5) assume the following characteristic for two risky securities: 1=12%2=24% and E(r1)=15% and E(r2)=20% 3. Create (find the weights) a portfolio with an expected return of 18%. If correlation of the two stocks is 0.5, compute that portfolio standard deviation. 4. If the two stocks have zero correlation, find a portfolio with a 16% standard deviation. Calculate that portfolio expected return and make sure it is an efficient portfolio (you will need to solve for the roots of a quadratic equation)