11.2. Below are the expected returns from both stocks based on the probability of economic conditions. It is desired to create a portfolio from two stocks. It is decided to invest 60% in stock A and 40% in stock B. Stock A State (i) P(i) E(R) Recession 0.50-40% Neutral 0.40 15% Boom 0.10 30% 1.00 Stock B State (i) p(i) E(R) Recession 0.5 30% Neutral 0.40 15% Boom 0.1 -10% 1.00 a- Compute the expected return and standard deviation of each stock? (5 points) b- Find the covariance of stocks A and B? (5 points) C- Find the correlation coefficient between stocks A and B? (5 points) d- Find the expected return and standard deviation of this portfolio? (10 points) e- If you were a portfolio manager, what type of investors do you recommend this portfolio and why? (5 points)