Stock As expected return and standard deviation are E[rA] = 6% and A= 12%, while stock Bs expected return and standard deviation are E[rB] = 10% and B= 20%. (a) Using Excel to compute the expected return and standard deviation of the return on a portfolio with weights wA=0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, and 1, for the following alternative values of correlation between A and B: AB=0.6 and AB= -0.4. Under the two different correlations, plot the expected returnstandard deviation pairs on a graph (with the standard deviations on the horizontal axis, and the expected returns on the vertical axis). (b) How would you construct a portfolio p with expected return of 8% using Stock A and Stock B? What is the standard deviation of the portfolio? (Assume AB = 0.4) (c) How would you construct a portfolio q with standard deviation of 15% using Stock A and Stock B? What is the expected return of the portfolio? (Assume AB = 0.4) (d) If you want to have the minimum variance for your portfolio z, what will be your portfolio weights? In this case, what are the expected return and variance of your portfolio? (Assume AB = 0.4)