Please explain the answers and show supporting calculation

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Stock X has an expected return of 8% and the standard deviation of the expected return is 9%. Stock Z has an expected return of 10% and the standard deviation of the expected return is 7%. The correlation between the returns of the two stocks is +0.5. These are the only two stocks in a hypothetical world. A. What is the expected return and the standard deviation of a portfolio consisting of 25% Stock Z and 75% Stock X? Will any rational investor hold this portfolio (in this hypothetical two stock world)? Explain why or why not. B. What is the maximum amount of Stock X a rational investor will hold in his or her portfolio? The maximum amount is a percentage between 0% and 100%, and to receive full credit your answer should be within 2 percentage points of the correct