URGENT! 3 financial modeling question relating to portfolio models.

Question 2 Consider the two stocks below. Graph the frontier of combinations of the two stocks. Show the effect on the frontier of varying the correlation from _x0000_1 to _x0000_1. TWO STOCKS Varying the correlation coefficient Mean Sigma Correlation Stock A Stock B 3.00% 8.00% 15.00% 22.00% 0.3000 Sample portfolio computation Stock A proportion Stock B propotion Portfolio mean Portfolio sigma Data table: varying proportion of K Sigma Mean -1 -0.9 -0.8 -0.7 -0.6 -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 Question 4 Consider the two random variables X and Y whose values are given below. Note that X and Y are perfectly correlated, though perhaps not linearly correlated. Compute their correlation coefficient. 1 2 3 4 5 6 7 8 9 10 11 12 A X -5 -4 -3 -2 -1 0 1 2 3 4 5 B Y 25 16 9 4 1 0 1 4 9 16 25 Question 6 Three assets have the following means and variancecovariance matrix: Variance-covariance matrix 0.30 0.02 -0.05 0.02 0.40 0.06 -0.05 0.06 0.60 Asset1 Asset2 Asset3 Means 10% 12% 14% Portfolio1Portfolio2 30% 50% 20% 40% 50% 10% a. Calculate the statisticsmean, variance, standard deviation, covariance, correlation for the portfolios. b. Create a chart of the mean and standard deviation of combinations of the portfolios. c. Add the individual asset returns to the chartare the two portfolios on the efficient frontier