Stock A has expected return 11% and volatility 25%. Stock B has expected return 15% with volatility 30%. The correlation between the return on Stock A and the retur on Stock B is r = .35. (a) Compute the expected return and volatility of a portfolio that consists of 40% Stock A and 60% Stock B. (b) Is the portfolio above preferable to a portfolio of 100% Stock A? How about 100% Stock B? (c) If we short sell $1000 worth of Stock A and invest the proceeds plus an additional S1000 cash in Stock B, what are the expected return and volatility of our portfolio