. Mark harrywitz proposes to invest shares, X and Y. He expects a return of 12 percent from X and 8 percent from Y. The standard deviation of the return is 8 percent for X and 5 percent for Y. The coefficient between the returns is 0.2. a Compute the expected return and standard deviation of the following portfolios Portfolio Percent in X Percent in Y 50 50 75 25 75 25 h the set of portfolios composed of X and b) Sketc Y. Suppose that Mr. Harrywitz can also borrow or lend at an interest rate of 5 percent. Show on your sketch how this alters his opportunities. Given that he can borrow or lend, what proportions of the common stock portfolio should be invested in X and Y? K,-10%