Need Formulas to answer each question.

Show your work - show your computations in details Q1. You put half of your money in a stock portfolio that has an expected return of 14% and a standard deviation of 24%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 12%. The stock and bond portfolio have a correlation 0.55 . The standard deviation of the resulting portfolio will be Q2. The standard deviation of return on investment A is .10 while the standard deviation of return on investment B is .05. If the covariance of returns on A and B is .0030, the correlation coefficient between the returns on A and B is Q3. Which of the following correlations coefficients will produce the least diversification benefit? A. -0.6 B. -0.3 C. 0.0 D. 0.8 Q4. What is the most likely correlation coefficient between a stock index mutual fund and the S\&P 500? A. -1.0 B. 0.0 C. 1.0 D. 0.5 Q5. In forming a portfolio of two risky assets, what must be true of the correlation coefficient between their returns if there are to be gains from diversification? Explain