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.40 4. Suppose there are two common stocks available for investment, stock A and stock B, with the following characteristics: Stock A Stock B Expected return(r) : .10 Standard deviation (o): .30 .20 Correlation coefficient (p): a. Calculate the portfolio expected return and standard deviation of return for each of the following portfolios: Portfolio Proportion in A Proportion in B 1 0 2/3 1/3 3 1/3 2/3 0 1 1 2 4 b. Sketch (this does not have to be a work of art, but try to be careful) the feasible set of all portfolios composed of A and B. .40 4. Suppose there are two common stocks available for investment, stock A and stock B, with the following characteristics: Stock A Stock B Expected return(r) : .10 Standard deviation (o): .30 .20 Correlation coefficient (p): a. Calculate the portfolio expected return and standard deviation of return for each of the following portfolios: Portfolio Proportion in A Proportion in B 1 0 2/3 1/3 3 1/3 2/3 0 1 1 2 4 b. Sketch (this does not have to be a work of art, but try to be careful) the feasible set of all portfolios composed of A and B