letter b please

You have estimated the following probability distribution of returns for two stocks: Stock N Stock O Probability 0.20 0.30 Return 8% Probability 0.20 0.30 0.30 Return 26% 12 0.30 0.20 -4 0.20 -4 Calculate the expected rate of return and standard deviation for cach stock If the correlation between the returns on the two stocks is -0.40, calculate the portfolio returm and the standard deviation for portfolios containing 100%, 75 % , 50 % , 25 % and 0 % of security N, respectively Plot the results from b). Which portfolios lie on the efficient frontier? If there is no risk-free asset, which portfolio would you prefer? Why? Would other individuals necessarily choose the same portfolio? a. b