The following are monthly percentage price changes for four market indexes, Covarience (58p 500, Nikke)): Covariance (Russell 2000, Nikkei): d. The correlation coefficients for the same four combinations, Use a minusisign to enter negotive values, if any, Do not round intermediate calculations. Round your answers to four decimal nlarme. Correlation (D)tA, Sap 500): Correlation (S6P 500, Russell 2000): correlation (SsP 500, Nikkei): Correlation (Russell 2000, Nikkel): 0. Using the unrounded answers from parts (a), (b), and (d), calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the SSP and the Russell 2000 and (2) the 58P and the Nikkel. Do not round intermediate calculations. Round your answers to five decimal places. Expected return (589500 and Russell 2000) : Standard deviation (S\$P 500 and Russel 2000): Expected return ( $P.500 and Nikkei) - Standard deviation (SSP 500 and Nikkel); Since S8P500 and Russell 2000 have a strong correlation, meaningful reduction in risk If they are combined. Since S\&.P. 500 and Nikkel thave a strong correlation, meaningful reduction in risk if they are combined