Question 7 and 8. Thank you

I. Eficient Two AssetPortfolios Assume that the expected return on asset 1 is 5% and the expected return on asset 2 is 4%. The standard deviation of asset 1 is 3.0% and 1.5% for asset 2. Assume the correlation of both assets is-05. 1.00 0.00 0.75 0.25 0.50 0.50 0.25 0.75 0.00 1.00 1. The expected portfolio return in the first row is: (a) 5.0; (b) 4.0; (c) 4.50; (d) 0.25; 2. The expected portfolio return in the second row is: (a) 0.95; (b) 4.75; (c) 0.12; (d) -5.00; 3. The expected portfolio return in the third row is: (a) 0.10; (b) 0.20; (c) 4.50; (d) 6.70; 4. The expected portfolio return in the fourth row is: (a) 4.25; (b) 0.25; (c) 0.99; (d) 0.00; 5. The expected portfolio return in the fifth row is: (a) 4.0; (b) -4.50; (c) 0.33; (d) 5.00; 6. The portfolio standard deviation in the first row is: (a) 1.0; (b) 0.2; (c) 3.0; (d) -1.0; 7. The portfolio standard deviation in the second row is: (a) 5.12; (b) 4.33; (c) 6.29; (d) 2.09; 8. The portfolio standard deviation in the third row is: (a) 1.30; (b) 3.45; (c) 4.29; (d) 5.67; 9. The portfolio standard deviation in the fourth row is: (a) 1.67; (b) 4.00; (c) 3.97; (d) 10. The portfolio standard deviation in the fifth row is: (a) 1.25; (b) 3.59; (c) 1.50; (d) 6.29; 0.99