$2.$ Suppose Target's stock has an expected return of $25\%$ and a volatility of $36\%,$ Hershey's stock has an expected return of $15\%$ and a volatility of $23\%,$ and these two stocks are uncorrelated. a$.$ What is the expected return and volatility of an equally weighted portfolio of the two stocks? Consider a new stock with an expected return of $20\%$ and a volatility of $29\%.$ Suppose this new stock is uncorrelated with Target's and Hershey's stock. b$.$ Is holding this stock alone attractive compared to holding the portfolio in $($a $)?$ c$.$ Can you improve upon your portfolio in $($a $)$ by adding this new stock to your portfolio? Explain.