Question 3:8 Marks Indian Gaming Company's common stock has an expected return of 10% and a standard deviation of 15%. European Sports Company's common stock has an expected return of 12% and a standard deviation of 8%. The correlation coefficient between the returns of the two stocks is 0.25. What portfolio returns and standard deviation arise from investing varying proportions of your funds in these two stocks only? Vary your proportions in increments of 0.2, going from 1.00 in Indian Gaming Company and 0 in European Sports Company to 0.8 in Indian Gaming Company and 0.2 in European Sports Company, to 0.6 in Indian Gaming Company and 0.2 in European Sports Company, and so forth. (Five Marks) In the above combinations, what is the minimum variance portfolio? (Three Marks)