Q9. The expected returns and standard deviations for stocks A and B are rA=14% and rB=19%, respectively, and A=23% and B=34%, respectively. The correlation of the returns on the two stocks is AB=0.3. (a) What is the expected return, rP, and standard deviation, P, of a portfolio with weights of wA=0.60 and wB=0.40 in stocks A and B, respectively? (b) Suppose now = 3%, and = 7%, the portfolio had zero risk, that is suppose = 0 and the correlation coefficient was 1, i.e., = 1. What is the portfolio weights that correspond to that scenario?