The correlation between the returns is +0.25 . Answer questions A to C below: A. Calculate the expected retum and standard deviation for the following feasible portfolios: i. all in Z ii. 75% of portfolio value in Z and 25% of portfolio value in Y iii. 50% of portfolio value in Z and 50% of portfolio value in Y iv. 25% of portfolio value in Z and 75% of portfolio value in Y v. all in Y B. Use the feasible risky portfolios in part A to draw the investment opportunity set on the Expected retum-volatility space in detail. Use excel or draw it accurately to demonstrate the actual values (not just the shape of the frontier). C. Of the five portfolios in part (A), can you find those that will not be held by an investor who prefers higher expected retum and lower standard deviation