Besiso. ZIG ZIGLAK A 3. Consider the following two assets with a correlation coefficient of-1: Stock Expected Return Standard Deviation 8% 40% 13% 60% a. Calculate the portfolio standard deviation and expected return for a portfolio with 40% invested in asset 1 and 60% invested in asset 2 Exp. Return CHOE 112 SD 6.07 7 b. Calculate the portfolio standard deviation and expected return for a portfolio with 50% invested in asset 1 and 50% invested in asset 2 c.Calculate the portfolio standard deviation and expected return for a portfolio with 60 % invested in asset 1 and 40% invested in asset 2