b$.$ Repeat the problem for $p_{12}=+0\mathrm{.}5.$

$23.$ Portfolio risk and return $($S$7,4)$ George Dupree proposes to invest in two shares, X and Y $.$ He expects a return of $12\%$ from X and $8\%$ from Y $.$ The standard deviation of returns is $8\%$ for X and $5\%$ for Y $.$ The correlation coefficient between the returns is $0\mathrm{.}2.$

a$.$ Compute the expected return and standard deviation of the following portfolios:

$\backslash$table$[[$Portfolio$,$Percentage in $x,$Percentage in $Y$

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