PLC Ltd has placed its short$-$term investments in two securities A and $B$ as detailed

below;

Required;

a$)$ Determine the correlation coefficient to derive a portfolio standard deviation of

$18\%$

b$)$ If the weights of the two securities A and $B$ is modified to $75$:$25$ what would

portfolio risk be$?$

c$)$ What would the correlation be if the desired portfolio standard deviation is $16\%$

and the assets are combined in equal proportion?