Please answer E-J

1) The following two stocks are available for purchase. Utilize this information to answer questions A thru J. (40 points) E(R) pli) 20% State Recession Normal Expansion Beta Stock A E(Ra) -30% 10% 30% 1.8 3% Stock B E(Rb) -20% 10% 20% 1.2 50% 30% 5% A) What is the expected return on Stock A & Stock B? B) What is the standard deviation of Stock A & Stock B? C) With a mix of 60% Stock A and 40% Stock B what is the portfolio return? D) What would the mix of the two stocks be to have a portfolio return of 7.5%? E) If you were trying to minimize your portfolio risk what would be your mix of the two stocks? F) Which of the two stocks has higher total risk?| G) Which of the two stocks has a higher Reward-to-Risk Ratio? H) What return would you expect on each stock based on the Capital Asset Pricing Model? 1) Are the two stocks under or over-valued based on the Capital asset Pricing Model? J) What mix of the two stocks would you choose