J. P. Morgan Asset Management publishes information about financial investments. Over the past years, the expected return for the S&P was with a standard deviation of and the expected return over that same period for a Core Bonds fund was with a standard deviation of (J. P. Morgan Asset Management, Guide to the Markets, 1st Quarter, ). The publication also reported that the correlation between the S&P and Core Bonds is . You are considering portfolio investments that are composed of an S&P index fund and a Core Bonds fund. a. Using the information provided, determine the covariance between the S&P and Core Bonds. Round your answer to two decimal places. If required enter negative values as negative numbers. b. Construct a portfolio that is invested in an S&P and in a Core Bond fund. Round your answers to one decimal place. In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places. Expected return Standard deviation c. Construct a portfolio that is invested in an S&P and invested in a Core bond fund. Round your answers to one decimal place. In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places. Expected return Standard deviation d. Construct a portfolio that is invested in an S&P and invested in a Core bond fund. Round your answers to one decimal place.