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You are considering investing in two securities, X and Y. The following data are available for the two securities: % % % Round your answers to two decimal places. a. If you invest 40 percent of your funds in Security X and 60 percent in Security Y and if the correlation of returns between X and Y is +0.55, compute the following: i. The expected return from the portfolio: ii. The standard deviation of returns from the portfolio: % Expected return Standard deviation of returns % Beta b. What happens to the expected return and standard deviation of returns of the portfolio in Part a if 70 percent of your funds are invested in Security X and 30 percent of your funds are invested in Security Y? i. The expected return from the portfolio: ii. The standard deviation of returns from the portfolio: % Security X 0.18 0.08 1.00 c. What happens to the expected return and standard deviation of returns of the portfolio in Part a if the following conditions exist? i. The correlation of returns between Securities X and Y is +0.8. The expected return from the portfolio: % The standard deviation of returns from the portfolio: ii. The correlation of returns between Securities X and Y is 0. The expected return from the portfolio: % The standard deviation of returns from the portfolio: iii. The correlation of returns between Securities X and Y is -0.7. The expected return from the portfolio: % The standard deviation of returns from the portfolio: % Security Y 0.09 0.01 0.85