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2 Consider the following two investment Bond Return Stock Return Probability Scenario 1596 396- 2096 Recession 396 1096 5096 Normal 50 2096 3096 Boom A. Calculate the expected return for the stock and the bond B-calculate the standard deviation for both the stock and the bond - Calculate the correlation between the investment, and explain the results D-Consider the calculated correlation in C. What is the optimal weights of the stock/ws)(wb) to minimize the variance of the portfolio D- Calculate the expected return variance, standard deviation and covariance for the portfolio using the optimal weights JUse excel to solve this question show all your work and upload the excel file) the glas 2 Consider the following two investment Bond Return Stock Return Probability Scenario 1596 396- 2096 Recession 396 1096 5096 Normal 50 2096 3096 Boom A. Calculate the expected return for the stock and the bond B-calculate the standard deviation for both the stock and the bond - Calculate the correlation between the investment, and explain the results D-Consider the calculated correlation in C. What is the optimal weights of the stock/ws)(wb) to minimize the variance of the portfolio D- Calculate the expected return variance, standard deviation and covariance for the portfolio using the optimal weights JUse excel to solve this question show all your work and upload the excel file) the glas

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