The table below shows you the expected return and standard deviation of two stocks A and B and the covariance between two stocks.

	Expected return	standart dev. of return
stock A	10 %	20 %
stock B	25 %	40 %
covariance (A,B)	-0,0500

a) Compute the correlation coefficient between two stocks

b) Compute expected return and standard deviation of a portfolio composed of %40 of stock A and %60 of stock B.

c) Compute the vaiance of the portfolio (%40 - %60 proportion)

d) Compute the minimum variance portfolio