PLEASE ANSWER ALL PARTS OF THIS QUESTION ASAP. THANK YOU

Problem 4 (20 points) Jack has a portfolio with two stocks ABC and XYZ with the following parameters: S Invested Expected Return Standard Deviation of Return ABC S4000 4.6% 8.4% XYZ 56000 8.0% 10.0% The correlation coefficient between ABC and XYZ is 0.40 A. Compute expected return of the portfolio. (5 points) B. Calculate covariance of ABC and XYZ stock. (5 points) C. Compute the standard deviation of the portfolio. (10 points)