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Use the below information to answer the following question State Probability 0.10 0.20 0.20 0.30 0.20 Return on Stock A Return on Stock B 10% 13% 1296 14% 15% 8% 7% 6% 996 8% The coefficient of correlation between A and B is 0.46 a. What are the expected rate of return and standard deviation of Stocks A and Stock B? b. If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation? c. Let G be the minimum variance portfolio. What are the weights of A and B in G? d. What are the expected rate of return and standard deviation of the minimum variance portfolio e. Suppose the coefficient of correlation between A and B becomes-1.0. What are the weights of A and B in the minimum variance portfolio? What are the expected rate of return and standard deviation of the minimum variance portfolio