[CL0 5] Question 2 - Unit 6 Risk & Return 20 Marks) a) An investor has a portfolio with a market value of $50,000 at the end of May. The market value of the portfolio us $48.700 at the end of June. What is the holding period yield on the investor's portfolio for June? (2 marks) b) An Analyst makes the following calculations about the returns of stock X and Y Covariance (x,y) = 0.005 Std. dev of X=0.20 Std. dev. Of Y=0.06 What is the correlation coefficient? (2 marks)