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Create a portfolio using the two stocks and informationbelow:Expected ReturnStandard DeviationWeight in PortfolioStock A21.00%28.00%19.00%Stock B23.00%10.00%81.00%----------------------------------------------------------------------------------------Correlation (A,B)0.0500-------------------------------------------(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)What is the Correlation (A,A)?What is the Correlation (B,B)?What is the Covariance (A,A)?What is the Covariance (A,B)?What is the Covariance (B,A)?What is the Covariance (B,B)?What is the expected return on the portfolio above?What is the variance on the portfolio above?What is the standard deviation on the portfolio above?