(Computing the standard deviation for a portfolio of two risky investments) Mary Gullott recenty graduated from Nichols State Universify and is anxious to begin investing her meager savings as a way of applying what she has leamed in business school. Specfically, 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 portfolo return? b. Answer part a where the correlation between the two common stock investments is equal to zeco. 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. 6. Using your responses to questions a-d, describe the relationstip between the correlation and the risk and return of the porttolio. a. 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 between the fwo stocks is 0.70, then the expected rate of return in the portlolio is \%. (Round to two decimal places.) Data table