The securities of companies Jack and Jones have the following expected returns and standard deviations:

Jack Jones Expected return (%) 15 35 Standard deviation (%) 20 40

If the correlation coefficient between the two securities is $ 0.25,calculate the expected return and standard deviation for the following portfolios:

(a) 100 per cent Jack;

(b) 75 per cent Jack and 25 per cent Jones;

(c) 50 per cent Jack and 50 per cent Jones;

(d) 25 per cent Jack and 75 per cent Jones;

(e) 100 per cent Jones.