s. (Lecture note pages 13-21, pages 30-41, Recitation exercise ) Stock X has an expected return of8%, a standard devato ofreturn of i 2% and a beta of 2. Stock has an expected return of i0% a s dar devaten beta of 1.5. The correlation coeficient between the two stocks is 0.6. Ifyou invest $140 millions of your fiunds in stock X and $60 mlion n stock Y Assume rak free rate is 2% and market risk premam s 5% a what is the actual expected retun of your portolio? (0.5) Answer b what is the standard deviation of your portfolio?(1) Answer e Calculate the Sharpe ratios for stock X, stock Y AND your portfolio (O.5) Stock Y Your portfol Answer d. what is the beta of your portfolio? (0.5) Answer e what is the expected return of your portfolio, according to CAPM? (0.5)