Exercise $3.$ Let $,$: $$ be the return rates $(\%)$ on two stocks $$ and $$ over the past $10$ years. A few of the summary

statistics are:

$$: $5,$: $3,$: $8,$: $10.$

The return rate on a portfolio made up of $100\%$ of stock $$ and $1100\%$ of stock $$ is

$1.$

$($a$)$ For $0\mathrm{.}4$ and $,$: $0,$ compute $$: $$ and $$volatility$$: $.$

$($b$)$ For $0\mathrm{.}4$ and $,$: $0\mathrm{.}8,$ compute $$: $$ and $$volatility$$: $.$

$($c$)$ For $0\mathrm{.}4$ and $,$: $0\mathrm{.}8,$ compute $$: $$ and $$volatility$$: $.$

$($d$)$ For $0\mathrm{.}9$ and $,$: $0,$ compute $$: $$ and $$volatility$$: $.$

$($e$)$ For $0\mathrm{.}9$ and $,$: $0\mathrm{.}8,$ compute $$: $$ and $$volatility$$: $$