The following information is related to questions (19)-(22):

Stock X has an expected return of 10% and a standard deviation of 50%.

Stock Y has an expected return of 15% and a standard deviation of 40%.

The correlation between stock X and stock Y is 10%.

19). The covariance between Stock X and Stock Y is:

20). You want to form a portfolio using stock X and Y that has a standard deviation equal to 45%. Making sure that you invest in an efficient portfolio, what weight, w, you should put on stock X in your two-stock portfolio?

21). The expected return of the efficient portfolio you found in question (20) is closets to:

22). The standard deviation of the efficient portfolio you found in question (20) is closest to: