Stocks A and B have the followingreturns:

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?