Two stock: Stock 1 and Stock 2 Correlation =12=0.5 W1=40%,W2=60% The covariance of stock 1 and stock 2 is 1: 1. -0.01 2. 0.2 3. 0.1 4. 0.04 5. 0 The expected return of the portfolio consisting of stock 1 and 2 is 1: 1. 16% 2. 20% 3. 14% 4. 15% 5. 12% The standard deviation of the portfolio consisting of stock 1 and stock 2 1: 1. 7% 2. 8% 3. 10% 4. 9% 5. 20%