Stocks A and B have the followingreturns: (Click on the following icon in order to copy its contents into aspreadsheet.)

Stock A. Stock B

1. 0.08 0.04

2 0.04 0.03

3 0.14 0.04

4 0.03 0.03

5. 0.09 0.01

a. What are the expected returns of the twostocks?

b. What are the standard deviations of the returns of the twostocks?

c. If their correlation is 0.43, what is the expected return and standard deviation of a portfolio of 64% stock A and 36% stockB?