Suppose the two stocks are uncorrelated. Construct a table which shows the volatility of the portfolio depending on the proportion p of the stock X invested in it. Draw the corresponding graph. Use at least 10 possible values of p.

Stock Expected Return Volatility X Y 0.18 0.12 0.35 0.28 A portfolio is formed from the two stocks. The total value of the portfolio is 1000. Neither of the stocks are sold short. Stock Expected Return Volatility X Y 0.18 0.12 0.35 0.28 A portfolio is formed from the two stocks. The total value of the portfolio is 1000. Neither of the stocks are sold short