Paragraph Problem 4 (20 points) Jack has a portfolio with two stocks ABC and XYZ with the following parameters Slavested Expected Standard Retum Deviation of Return ABC $4000 4.69 8.4% XYZ $6000 8.06 10.0% The correlation coefficient between ABC and XYZ is 0.40 A Compute expected return of the portfolio (5 points) 1 B. Calculate covariance of ABC and XYZ stock (5 points) C Compute the standard deviation of the portfolio (10 points)