1) I would like to pose a question on investing in two shares, say X & Y. The expected return for Share X is 10% and the Standard Deviation for X = 5%. The Expected return for Y is 12% and the Standard Deviation for Y is 6%. The correlation coeficient is rxy 0.75.

I need to calculate the rp (rate for the portfolio and Standard Deviation for the Portfolio for 100%, 75%, 50% , 25% and 0% in Share X

2) Suppose Rm (Market Rate) = 12%. Standard Deviation = 4% and Rrf (Risk Free rate) = 6%. What would be the required rate and expected rate on a portfolio with Standard Dev on portfolio = 10%

3) Suppose the correlation on Share X with the market, rXM is 0.8 and rYM is 0.90. How Do i determine Share X's And Share Y's Beta coefficients based on the info in point 2 above. What is the required and expected rate of return for Stock X & Y? Are these stocks in Equilibrium? If not what needs to be done to try to bring these in equilibrium?

Your assistance will be most appreciated

Regards

Howard