You are given the following information on three stocks: Correlation Matrix Stock E(Ri) 0.6 0.8 0.4 8 15 12 0.4 0.6 14 0.8 Required: (a) Calculate the Expected Return and Standard Deviation of an equally weighted portfolio comprising Stocks A and B (b) Calculate the Expected Return and Standard Deviation of a portfolio comprising 20 per cent in Stock A, 30 per cent in Stock B and 50 per cent in Stock C