Question 7: If the returns of two shares has a correlation of 1, what does this imply about the relative movements in the share prices? (Select the best choice below.) A. If the price of one share goes up, the other share price always goes up as well. B. The returns of the two shares are unrelated. C. For each dollar increase in the price of one share, the other share also increases by a dollar. D. The percentage change in the shares' prices are exactly opposite of each otherfor every positive change in the one share, the other share has a negative change. Question 8: Shares A and B have the following returns: Stock A Stock B 1 0.09 0.05 20.05 0.01 30.12 0.04 4 -0.04 0.02 5 0.09 -0.04 a. What are the expected returns of the two shares? (in three decimal places) b. What are the standard deviations of the returns of the two shares? c. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 67% share A and 33% share B