You are the portfolio manager for a major bank in Jamaica. Mrs. Greene has approached you to create a portfolio with her savings of $1,000,000.00. Planta marks] b) Create a portfolio comprising any two (2) stocks from the table below, such that the weights of the two (2) stocks are 0.65 and 0.35. If the correlation between the two stocks is negative 0.6, calculate the expected return and standard deviation of the portfolio. [15 marks) State of Nature Boom Normal Recession Probability Return of Stock of State of Nature A 0.35 12% 0.45 7% 0.20 - 3% Return of Stock B 20% 12% -7% Return of Stock C 15% 9% 2%