onsider the following probability distribution of returns of stock X and stock Y : orr(X,Y)=0.5 a) Calculate expected Return and Standard Deviation of Return for each stock. b) An investor invests 30% of her money in stock X and remaining in stock Y. Calculate: i) Portfolio Expected Return ii) Portfolio Variance and Standard Deviation of Return c) Without doing any further calculations, explain whether the risk averse investor will be better off/worse off from a risk-return perspective in each of the following cases: i) Corr(X,Y)=0.5 ii) Corr(X,Y)=+1 iii) Corr(X,Y)=1 d) Now, assume that Corr (X,Y)=1. Choose weights for stock X and Y to get minimum standard deviation portfolio. (Hint: No calculus is necessary). onsider the following probability distribution of returns of stock X and stock Y : orr(X,Y)=0.5 a) Calculate expected Return and Standard Deviation of Return for each stock. b) An investor invests 30% of her money in stock X and remaining in stock Y. Calculate: i) Portfolio Expected Return ii) Portfolio Variance and Standard Deviation of Return c) Without doing any further calculations, explain whether the risk averse investor will be better off/worse off from a risk-return perspective in each of the following cases: i) Corr(X,Y)=0.5 ii) Corr(X,Y)=+1 iii) Corr(X,Y)=1 d) Now, assume that Corr (X,Y)=1. Choose weights for stock X and Y to get minimum standard deviation portfolio. (Hint: No calculus is necessary)