(Computing the standard deviation for a portfolio of two risky investments) Mary Guilott recently graduated from Nichols State University and is anxious to begin investing her meager savings as a way of applying what she has learned in business school. Specifically, she is evaluating an investment in a portfolio comprised of two firms' common stock. She has collected the following information about the common stock of Firm A and Firm B: a. If Mary invests half her money in each of the two common stocks, what is the portfolio's expected rate of return and standard deviation in portfolio return? b. Answer part a where the correlation between the two common stock investments is equal to zero. c. Answer part a where the correlation between the two common stock investments is equal to +1. d. Answer part a where the correlation between the two common stock investments is equal to - 1. e. Using your responses to questions a-d, describe the relationship between the correlation and the risk and return of the portfolio. i and the to two Data Table - X a E o Fog Expected Return 0.15 0.16 0.40 Standard Deviation 0.15 0.23 k and the to two Firm A's common stock Firm B's common stock Correlation coefficient Print Done k and the (Round The standard deviation in the portfolio is %. (Round to two decimal places.) d. If Mary decides to invest 50% of her money in Firm A's common stock and 50% in Firm B's common stock and the correlation coefficient between the two stocks is - 1, then the expected rate of return in the portfolio is %. (Round to two decimal places.) The standa r ties in the natalia in lo/ /D Click to select your answers)