"The maximum diversification benefits will be achieved if asset returns are perfectly positively correlated." Explain whether you agree or disagree with this statement. $(6$ points$)$

You estimate that stock in Alphacorp has the following probability distribution of returns for the next year. What are the expected return and the standard deviation of return for the stock for the next year? $(8$ points$)$

$\backslash$table$[[$Probability$,$Return$],[0\mathrm{.}2,-10\%$