Question $1$: Portfolio Statistics

Here are the expected returns and standard deviations of returns for two investments:

$\backslash$table$[[,$Expected Return $(\%),$Standard Deviation $(\%)],[$Stock A$,10,15],[$Stock B$,15,25]]$

Calculate the expected return and standard deviation of a portfolio of $50\%$ in Stock A and $50\%$ in Stock B$,$ assuming the stock returns have:

a$.$ perfect positive correlation.

b$.$ perfect negative correlation.

c$.$ zero correlation.