price of Jazz today is RM7.50. The share price of Jazz is expected to be PM Toyota Sophia is considering Investing her money in Stock Pop and Stock Jazz. There economy is in recession, RM8.25 if the economy is normal and RNS to and 0.1 respectively. Stock Jazz does not pay any dividend. Other relevant data is as expanding. The chances of the economy being in recession, normal and expanding an 03.02 Question Tin 04 0% 25 Standard deviation of returns of the market portfolio: 0.10 Standard deviation of returns of Stock Pop : 0.12 Expected return on Stock Pop : 0.09 The correlation of Stock Jazz and the market : 0.80 The correlation of Stock Pop and the market : 0.10 The correlation of Stock Pop and Stock Jazz : 0.60 exponding a) Calculate the expected return and standard deviation of returns for Stock Jazz. (8 Marks) ch