Below is annual stock return data on AAB Company and YYZ, Inc.

a. What is the average return, variance, and standard deviation for each stock?
b. What is the expected portfolio return on a portfolio comprised of
i. 25% AAB and 75% YYZ?
ii. 50% AAB and 50% YYZ?
iii.75% AAB and 25% YYZ?
c. Without doing any calculations, would you expect the correlation between the returns on AAB and YYZ's stock to be positive, negative, or zero? Why?

Year AAB YYZ 2009 090 590 2010 590 1000 2011 10% 15% 2012 15% 20% 2013-10% -20%