PLEASE SHOW WORKING

4. You are given the following information: > Expected return on stock A 12% Expected return on stock B 20% Standard deviation of returns: Stock A 1.0 Stock B 6.0 Correlation coefficient of the returns on stocks A and B +0.2 a) What are the expected returns and standard deviations of a portfolio consisting of: 1. 100 percent in stock A? 2. 100 percent in stock B? 3. 50 percent in each stock? 4. 25 percent in stock A and 75 percent in stock B? 5. 75 percent in stock A and 25 percent in stock B