please answer all parts of the question and provide step by step solutions

Abigail Grace has a $900,000 fully diversified portfolio. She subsequently inherits ABC Company common stock worth $100,000. Her financial adviser provided her with the following estimates: The correlation coefficient of ABC stock returns with the original portfollo returns is 0.40 . a. The inheritance changes Grace's overall portfolio, and she is deciding whether to keep the ABC stock. Assuming Grace keeps the ABC stock, calculate the: (i) Expected return of her new portfolio, which includes the ABC stock. (Do not round intermediate calculations. Round your answer to 3 decimal places.) Expected return of the portfolio (ii) Covariance of ABC stock returns with the original portfolio returns. (Round your answer to 2 decimal places.) Covariance (iii) Standard deviation of her new portfolio, which includes the ABC stock. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation of the portfolio \% b. If Grace sells the ABC stock, she will invest the proceeds in risk-free government securities yielding .42% monthly. Assuming Grace b. If Grace sells the ABC stock, she will invest the proceeds in risk-free government securities yielding .42% monthly. Assuming Grace selis the ABC stock and replaces it with the government securities, calculate the (i) Expected return of her new portfolio, which includes the government securities. (Do not round intermediate calculations. Round your answer to 3 decimal places.) Expected return of the portfolio (ii) Covariance of the government security returns with the original portfolio returns. Covariance (iii) Standard deviation of her new portfolio, which includes the government securities. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation of the portfolio \%