(Computing the standard deviation for a portfolio of two risky investments) Mary Guilott 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 halt her money in each of the two common stocks, what is the porttolio's expected fate of return and standard deviabion in portfolio 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 relationship between the correlation and the risk and return of the portolio. a. If Mary decides to invest 50% of her money in Firn 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 retum in the portiolio is \%. (Round to two decimal places.) Data table