Problem $3$

a$)$ A portfolio consisting of Stocks $1$ and $2$ has an$-$expected return of $14\%.$ What is the standard deviation of this portfolio given the information about Stocks $1$ alad $2$ in Table $3\mathrm{.}1?$

$\backslash$table$[[$Table $3\mathrm{.}1,$Stock $1,$Stock $2,],[$Expected Return,$10\%,15\%,],[$Standard Deviation,$12\%,18\%,],[$Correlation $({}_{1,2}),,0\mathrm{.}35,]]$

b$)$ A portfolio consisting of Stocks $3$ and $4$ has zero variance. What is the weight of Stock $4$ in this portfolio given the information about Stocks $3$ and $4$ in Table $3\mathrm{.}2?$

$\backslash$table$[[$Table $3\mathrm{.}2,$Stock $3,$Stock $4],[\backslash$table$[[$Standard Deviation$],[$Correlation $({}_{3,4})$