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Mr. Srikanth Rao, CFA has invested in a two stock portfolio, with the following details:...

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Mr. Srikanth Rao, CFA has invested in a two stock portfolio, with the following details: Stock Expected Standard Weight return deviation 16% 14% 65% Infosys Maruti Suzuki 12% 9% 35% Given the above information, answer the below questions: a. If the correlation coefficient between Infosys and Maruti Suzuki is +1.00, calculate the expected return and standard deviation of the portfolio? [3] b. If the correlation coefficient between Infosys and Maruti Suzuki is 0, calculate the expected return and standard deviation of the portfolio? [1.5) C. If the correlation coefficient between Infosys and Maruti Suzuki is -1.00, calculate the expected return and standard deviation of the portfolio? [1.5] d. Based on your answers to Parts (a), (b), and (c) above explain clearly but succinctly the concept of portfolio diversification. [2]

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