申論題

1.(30%) Two stocks ate being consider to construct a portfolio. Let X=petcent teturn for an investment in stock X, and Y= percent return for an investment in stock Y. The joint distribution of both stocks is as follows.
It is known that the expected value and variance of Y are 0.8 and 6.76, respectively, and the covariance between X and Yis -1.1. Answer the following questions.