I am currently confused about these questions. please help me to figure out these questions. thanks

1. You have the following information: Standard Deviation Note: In B., C., and D., the optimal amount could be a single number, or a range of weights. A. If you can invest in one and only one of these two stocks (and will hold the security in isolation), which stock should you choose, and why? Assume that the correlation between the returns of the two stocks is +1. What is the expected return and standard deviation of a portfolio containing 50% ABC and 50% IKL? What is the optimal amount of Stock IKL for an investor to hold in a portfolio (if the correlation is +1)? (The optimal amount can be a range: 0% to % IKL). Assume that the correlation between the returns of the two stocks is +0.1. What is the expected return and standard deviation of a portfolio containing 50% ABC and 50% IKL? What is the optimal amount of Stock IKL for an investor to hold in a portfolio (if the correlation is +0.1)? (The optimal amount can be a range: 0% to % JKL). . Assume that the correlation between the returns of the two stocks is 1. What is the expected return and standard deviation of a portfolio containing 50% ABC and 50% IKL? What is the optimal amount of Stock IKL for an investor to hold in a portfolio (if the correlation is 1)? (The optimal amount can be a range: 0% to % IKL)