Given the following inflormation: a. Calculate the rate of return of the portfolio if the portfolio weights are Wx=.25 and Wy=.75.(2 points) b. Calculate the covariance of two securities, X and Y, given the portfolio weights WX=.25 and Wy=.75. (4 points) c. Using the covariance calculated from part b, calculate the Itandard deviation of the portfolio, p. (3 points) d. Calculate the correlation coefficient of two securities, X and Y, given the portfolio weights remained the same as part a, (Wx =25 and Wy=,75.) (3 pointa)