Question 2 (10 marks) Your portfolio currently consists of shares in BHP and Woolworths, it had a realized return over the 12 months of 14% and a standard deviation of 17%. Over the same 12 months period BHP and Woolworths stock whose realized returns and standard deviations were as follows: Security BHP Woolworths Realized Return 18% 8% Part (a) (4 marks) Calculate the portfolio weights of BHP and Woolworths. i. WBHP = 0.40 and Wwow= 0.60 ii. WBHP = 0.60 and Wwow = 0.40 iii. WBHP = 0.80 and Wwow = 0.20 iv. None of the above Standard Deviation 24% 12% Part (b) (6 marks) What is the correlation between between BHP and Woolworths? . 0.23 ii. 0.34 iii. 0.42 iv. None of the above