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2. The securities of companies Z and Y have the following expected returns and standard deviations: E[ri] Oi Company z 15% 20% Company Y 35% 40% Assume that the correlation between the returns of the two securities is 0.25. (a) Calculate the expected return and standard deviation for the following portfolios: (1) 100%Z (2) 75%Z + 25%Y (3) 50%Z + 50%Y (4) 25%X + 75%Y (5) 100%Y (b) Graph your results (standard deviation on the X axis, Expected return on the Y axis). (c) Which of the portfolios in part (a) is not optimal? Explain