Question 2 a)Using the formula given below, calculate the annual returns and standard deviation of annual returns for the following portfolios (Calculations must be done manually. Show all workings) Please assume the following to answer this question: A correlation coefficient of 0.235 between the returns of the two stocks P2 P3 P4 P5 P6 P7P8 P9 P10 P11 Portfolio: P1 Weight for Stock A Weight for Stock B Expected 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% 10% 0% | 10% | 20% | 30% | 40% | 50% | 60% | 70% | 80% | 90% | 100% Return SD Formula: Expected Return of 1 ERp = ZW x AAR a Portfolio, ERp Standard Deviation of a Portfolio, SDp 122 marks] Question 2 a)Using the formula given below, calculate the annual returns and standard deviation of annual returns for the following portfolios (Calculations must be done manually. Show all workings) Please assume the following to answer this question: A correlation coefficient of 0.235 between the returns of the two stocks P2 P3 P4 P5 P6 P7P8 P9 P10 P11 Portfolio: P1 Weight for Stock A Weight for Stock B Expected 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% 10% 0% | 10% | 20% | 30% | 40% | 50% | 60% | 70% | 80% | 90% | 100% Return SD Formula: Expected Return of 1 ERp = ZW x AAR a Portfolio, ERp Standard Deviation of a Portfolio, SDp 122 marks]