The annual return on a certain bond portfolio is a random variable X with mean 0.05 (5 percent) and standard deviation equal to 0.04. The annual return on a certain stock portfolio is a random variable Y with mean 0.09 with standard deviation equal to 0.15. Stocks and bonds may be assumed to have returns that are independent. Your nancial advisor recommends that you purchase a portfolio consisting of 66% bonds and 34% stocks. Let 2 be the random variable for the annual return on the recommended portfolio. a) Write 2 as a linear combination ofX and Y: z=l -X+ -Y b) Find the mean and standard deviation of 2. Give your answers as decimals to 3 decimal places. c) Now suppose that instead of being independent, stock returns and bond returns are negatively correlated with correlation coefcient p = 0.3. Find the mean and standard deviation of the annual return of the recommended portfolio. Give your answers as decimals to 3 decimal places