Q4 Please show all work or excel functions. Thanks!

a Discuss the three rules of two-risky-asset portfolios Given the following data: E(Rstocks)-10%, E(Rbonds)-5%, Sdevn(stocks) 19, Sdevn(bonds)-8 Assume that you are required to invest 40% of your portfolio in bonds and the remainder in stocks if the standard deviation of your portfolio is 10%, what must be the correlation coeff b between stock and bond returns? c what is the expected rate of return on your portfolio