Two assets, X and Y, have expected returns ux = 8.5% and My = 9.5% and standard deviations ox = 4.5% and ov = 6.0% for those returns. The covariance of the two stocks' returns Cov(X, )) = - 0.0018. a. What is the correlation, p, of the returns of stocks X and Y? b. What are the expected return and standard deviation of a portfolio which is 80% Asset X (the remainder is Asset Y)? c. What are the expected return and standard deviation of a portfolio which is 50% Asset X (the remainder Asset ))? d. What are the expected return and standard deviation of a portfolio which is 20% Asset X (the remainder is Asset ))? e. Which of the portfolios above, (b), (c), or (d), offers the best combination of risk and return? Briefly explain