Please answer e,f,g. Thank you.

Suppose you are given the following information for two stocks, A and B a) Calculate the expected return of each stock b) Calculate the standard deviation (SD) of each stock c) Calculate the weights and expected return for a portfolio that has $600 invested in stock A and $1400 invested in stock B d) Calculate the portfolio standard deviations assuming that the correlation between the returns of A and B is: i. -1 ii. 0 iii. 0.6 iv. 1 e) In the light of your answers in part (d) above, describe how a change in the degree of correlation affects the portfolio standard deviation? Which particular correlation gives the lowest portfolio standard deviation? f) Given correlation of -1 , what portfolio weights will reduce the portfolio standard deviation to zero? Show calculation to support your answer. g) Calculate the weighted average of the standard deviation of individual stocks A and B; and show that each portfolio standard deviation is less than this weighted average except the portfolio standard deviation with correlation of 1. Suppose you are given the following information for two stocks, A and B a) Calculate the expected return of each stock b) Calculate the standard deviation (SD) of each stock c) Calculate the weights and expected return for a portfolio that has $600 invested in stock A and $1400 invested in stock B d) Calculate the portfolio standard deviations assuming that the correlation between the returns of A and B is: i. -1 ii. 0 iii. 0.6 iv. 1 e) In the light of your answers in part (d) above, describe how a change in the degree of correlation affects the portfolio standard deviation? Which particular correlation gives the lowest portfolio standard deviation? f) Given correlation of -1 , what portfolio weights will reduce the portfolio standard deviation to zero? Show calculation to support your answer. g) Calculate the weighted average of the standard deviation of individual stocks A and B; and show that each portfolio standard deviation is less than this weighted average except the portfolio standard deviation with correlation of 1