What is the variance of a two stock portfolio where the weights, SD are given below and the correlation coefficient is 0.857? Stock Weights o (decimal form) 0.186 53% B 0.37 What is the correlation coefficient of a stock combination where stock A has a SD of 0.247, stock B has a SD of 0.317 and the two share a covariance of -0.013? What is the expected return for a stock with a of 0.38 if the market return is 11.3% and the risk free rate is 2.6%