Stocks A and B have the following returns:(Click on the following icon

in order to copy its contents into a spreadsheet.)

	Stock A	Stock B
1	0.09	0.07
2	0.04	0.02
3	0.13	0.05
4	0.02	0.03
5	0.07	0.03

a. What are the expected returns of the two stocks?

b. What are the standard deviations of the returns of the two stocks?

c. If their correlation is

0.48,

what is the expected return and standard deviation of a portfolio of

78%

stock A and

22%

stock B??