You are given the following information:

Expected return on stock A	12%
Expected return on stock B	28%
Standard deviation of returns:
stock A	1.0
stock B	6.0
Correlation coefficient of the returns on stocks A and B	+0.2

What are the expected returns and standard deviations of a portfolio consisting of: 100 percent in stock A?

Expected Return

Standard Deviation (to two decimal places)

%

100 percent in stock B?

Expected Return

Standard Deviation (to two decimal places)

50 percent in each stock?

Expected Return

Standard Deviation (to two decimal places)

75 percent in stock A and 25 percent in stock B?

Expected Return

Standard Deviation (to two decimal places)

25 percent in stock A and 75 percent in stock B?

Expected Return

Standard Deviation (to two decimal places)

Redo the calculations assuming that the correlation coefficient of the returns on the two stocks is -0.8.

Position	Expected Return	Standard Deviation (to two decimal places)
All A	%
All B	%
50%A/50%B	%
25%A/75%B	%
75%A/25%B	%

PLEASE SHOW WORK.