The following table lists possible rates of return on Company A and B. (a) Based on the above data calculate by using the appropriate formulae i. the standard deviations of returns for Company A and B ii. the covariance of returns between Company A and B iii. the correlation between Company A and B (b) If you wish to diversify risk would it be advisable to form a portfolio of both securities A and B? State your reasons. (No computations are required to answer this part of the question.) (c) Find the minimum variance one can get by forming a portfolio of A and B. Shortselling either stock is allowed - i.e., weights need not be all positive