You are interested in investing in stocks L and M and based on the capital asset pricing model, the expected return of stock L is 25% and the expected return of M is 30%. The standard deviation of stocks L and M are 0.3 and 0.4 respectively. Your broker has recommended that you create a portfolio consisting of 20% of stock L and 80% of stock M in order to maximize your return and minimize risk i. Calculate the expected return and standard deviation when the correlation coefficient between the stocks is 0.4 (4 marks) 15 points 00:58:46 ii. Calculate the standard deviation when the correlation coefficient between the stocks is -0.4 (3 marks) ili. Demonstrate by appropriate calculations whether