please solve from i to iv. show workings please. thanks

A portfolio is made up of two assets A and B. The total investment in the portfolio is GHS100,000 with GHS60,000 in asset A and the rest in asset B. The return for security A is 30% and the return for security B is 20%. The standard deviation for security A is 15% whilst the standard deviation of security B is 10%. The correlation of return of security A and return of security B is given as 0.70. Required: i. Calculate the return on this portfolio 3 marks ii. Calculate the weighted standard deviation of this portfolio 3 marks iii. Calculate the standard deviation for this portfolio as proposed by Markowitz and explain your observation. 5 marks iv. Indicate what will happen to the standard deviation of this portfolio if the correlation between these two assets is 0.40. 3 marks Indicate what will happen to this portfolio if the correlation is 1. 3 marks vi. Indicate what will happen if the correlation coefficient is -1. 3 marks V. A portfolio is made up of two assets A and B. The total investment in the portfolio is GHS100,000 with GHS60,000 in asset A and the rest in asset B. The return for security A is 30% and the return for security B is 20%. The standard deviation for security A is 15% whilst the standard deviation of security B is 10%. The correlation of return of security A and return of security B is given as 0.70. Required: i. Calculate the return on this portfolio 3 marks ii. Calculate the weighted standard deviation of this portfolio 3 marks iii. Calculate the standard deviation for this portfolio as proposed by Markowitz and explain your observation. 5 marks iv. Indicate what will happen to the standard deviation of this portfolio if the correlation between these two assets is 0.40. 3 marks Indicate what will happen to this portfolio if the correlation is 1. 3 marks vi. Indicate what will happen if the correlation coefficient is -1. 3 marks V