Question 6. (20 points) The expected return of Stock A is 20% and the expected return of stock B is 15%. The standard deviation shares of Stock A with a share price of SS0 and 4000 shares of Stock B with a share price of $10. a) What are the weights of each stock? In other words, how much you invest in each stock as percentage? (5 points) b) What is your expected return of the portfolio? (5 point) c) What is the volatility of the portfolio if the correlation is -1? (5 points) d) What is the volatility of the portfolio if the correlation is +1? (5 points)