Stock A’s expected return and standard deviation are E[rA] = 8% and ?A= 15%, while stock B’s expected return and standard deviation are E[rB] = 12% and ?B= 21%. a. Determine the expected return and standard deviation of the return on a portfolio with weights ?A=.35 and ?B=.65 for the following alternative values of correlation between A and B: ?AB=0.6 and ?AB= -0.4. b. Assume now that ?AB=-1.0 and find the portfolio p of stocks A and B that has no risk (i.e. such that ?p=0). Can you do the same when ?AB=1.0? If not, why? If so, find that portfolio. c. Finally, assume that ?AB=0. Find the standard deviations of portfolios with the following expected returns: 8%, 9%, 10%, 11%, 12%, 13%, 14% and 15%. Plot the expected return—standard deviation pairs on a graph (with the standard deviations on the horizontal axis, and the expected returns on the vertical axis)