Consider a portfolio of two stocks whose statistical parameters are given below: . Stock A: Annual mean return, ua = 15%; annual standard deviation of return, oa = 30%. Stock B: Annual mean return, MB = 8%; annual standard deviation of return, OB = 15%. Correlation of stock A and B, PA,B = 0.3. At = 1/12 Assume a buy-and-hold strategy over a 12-month holding period investment horizon, and your initial wealth is $1,000. . Required: a) You invest in a portfolio composed on 60% in Stock A, and 40% in Stock B. Compute the ending value of the portfolio at the end of the year. b) A risk-free asset yielding 4% per annum is included into your portfolio, in which you plan to invest 60% of your initial wealth on. Compute the ending value of this portfolio at the end of the year