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

. YearAABYYZ

20090%5%

20105%10%

201110%15%

201215%20%

2013-10%-20%

a..What are 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?