Suppose you invest $45\%$ of your portfolio in Firm A and $55\%$ in Firm B$.$ The expected dollar

return on your Firm A is $12\%$ and on Firm B it is $22\%.$ The standard deviation of Firm A is

$35$ and Firm B is $45.$ Assume a correlation coefficient of $0\mathrm{.}6.$

i$)$ Calculate the expected return on your portfolio

ii$)$ The Portfolio$$s variance

iii$)$ The Portfolio$$s Standard deviation.