Q$1.$ Stock A has an expected return of $5\%$ and standard deviation of $20\%.$ Stock B has an expectedreturn of $10\%$ and standard deviation of $30\%.$ Can you construct a portfolio of these stocks that has anexpected return of $20\%?$Yes, but only if the correlation between the stocks is negativeYes, but only if the correlation between the stocks is positiveNo$=$Yes, if you short sell the stock AYes, if you short sell the stock B