Your client asks you to create a twp-asset portfolio having an expected return of 15% and return standard deviation of 12%. The client specifies that the portfolio includes 60% of the stock Merlyn (named for her beloved mother) that has an expected return of 13% and a standard deviation of 10%. a. What should be the return statistics of the second stock you'll combine in this portfolio,

assuming the stocks have zero correlation?

b. What should be the return statistics of the second stock you'll combine in this portfolio,

assuming the stocks have covariance of 0.01?

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