You are considering investing in two securities, X and Y. The following data are available for the two securities: Round your answers to two decimal places. a. If you invest 40 percent of your funds in Security X and 60 percent in Security Y and if the correlation of returns between X and Y is +0.45 , compute the following: i. The expected return from the portfolio: % ii. The standard deviation of returns from the portfolio: % b. What happens to the expected return and standard deviation of returns of the portfolio in Part a if 70 percent of your funds are invested in Security X and 30 percent of your funds are invested in Security Y ? i. The expected return from the portfolio: % ii. The standard deviation of returns from the portfolio: % c. What happens to the expected return and standard deviation of returns of the portfolio in Part a if the following conditions exist? i. The correlation of returns between Securities X and Y is +1 . The expected return from the portfolio: % The standard deviation of returns from the portfolio: % ii. The correlation of returns between Securities X and Y is 0 . The expected return from the portfolio: % The standard deviation of returns from the portfolio: % iii. The correlation of returns between Securities X and Y is -0.9 . The expected return from the portfolio: % The standard deviation of returns from the portfolio: %