Question #$2$: Portfolio of Two Risky Assets $[17$ Points$]$

Caleb is the chief investment manager for Irksome Investment Fund. The fund is composed of a risky portfolio that is allocated between $2$ risky stocks. Caleb has $32\%$ of the risky portfolio invested in Joby Aviation $($JOBY$)$ stock and $68\%$ of the risky portfolio invested in Harmonic, Inc. $($HLIT$).$ The stocks have the following estimates of risk and return:

$\backslash$table$[[,$Expected Return,Standard Deviation$],[$JOBY $($Stock A$),E(r_A)=0\mathrm{.}15,{}_A=0\mathrm{.}25$