The mean, variance and standard deviation of returns for stock Y are given; however, calculate the mean, variance and standard deviation of returns for stock X. For a portfolio of 25% stock X and 75% stock Y, calculate the mean, variance and standard deviation of returns for the portfolio. Also, calculate the covariance and correlation between stocks X and Y. E(Rx) = 00 Var (Rx ) = Std. Dev(Rx) = 00 ERY) = 2 (-5) +.5 (25) +.3 (10) = 14.5090 Var (Ry ) =(-5-14.5)2.2 + (25-14.5)2.5+ (10-14.5)2.3=137.25 =76.05 + 55.125 +6.075= 137.25 Std. Dev(Ry) = 11.72% E(Rp) = 96 Var (Rp) = Std. Dev (Rp) = 06 (-5-14.5).2 + (12- (25-14.5).5+ (35- Cov(Rx, Ry) = (-10- (10-14.5).3 = Pxy = Cov (Rx,Ry)/ox oy = 0. d standard