Please answer by hand (not computer)

= 5) Suppose the expected returns and standard deviations of stocks X and Y are E(Ry) = 0.15, E(Ry) = 0.25, 0x 0.1, and Oy : 0.2. a) Calculate the expected return and standard deviation of a portfolio that is comprised of 40% X and 60% Y when the correlation between the returns on X and Y is 0.5. b) Find the minimum variance portfolio when p = 0.5. c) Calculate the expected return and standard deviation of a portfolio that is comprised of 40% X and 60% Y when the correlation between the returns on X and Y is -0.5. d) Find the minimum variance portfolio when p = -0.5