What is the expected return and standard deviation of a portfolio comprised of $2,000 in stock M and $4,000 in stock N and covariance of M and N is -45%?

State of the economy Prob. of state of economy Return if state occurs

Stock M Stock N

Boom 10% 18% 10%

Normal 75% 7% 8%

Recession 15% -20% 6%