please help on answering all parts completely

Suppose the Expected Returns and Risk (as measured by standard deviations of returns) for the MSCI ACWI In US and the Bloomberg Barclays Global Aggregate Bond Index are given below: Expected Return Risk (standard deviation) 20.00% MSCI ACWI 8.00% BB Global AGG 4.00% 7.00%. Question 1: Using Fundamental Equations 1 and 2 (FE1; FE2) from Notes III, what will be the expected return and risk for a portfolio with weights of 60% stocks and 40% bonds, under three different scenarios for the Correlations of Returns between the MSCI ACWI and the BB Global AGG? The three scenarios are: SHOW ALL OF YOUR WORK IN ANSWERING THE QUESTIONS. Scenario 1: Return Correlation between MSCI ACWI and BBGAGG = 0.00. What does the return correlation of 0.00 mean? E(Rp) = Scenario 2: Return Correlation between MSCI ACWI and BBGAGG = -1.00. ul Scenario 2: Return Correlation between MSCI ACWI and BBGAGG = -1.00. What does the return correlation of -1.00 mean? E(Rp) = op Scenario 3: Return Correlation between MSCI ACWI and BBGAGG = +1.00. What does the return correlation of +1.00 mean? E(Rp) = Question 2: What are the lessons about portfolio return and risk by including asset classes/securities with different return correlations