(Computing the standard deviation for a portfolio of two risky investments) Mary Gulott recently graduated from Nichols State Universily and is anxious to begin investing her. meager savings as a way of applying what she has leamed in business schock. Specifically, she is evaluating an investment in a portfollo 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 cotrelation between the two common stock investments is equal to +1. d. Answer part a where the correlation belween the two common stock irvestrnents is equal to 1. c. Using your responses to questions a-d, describe the relationship between the correlation and the risk and return of the portfolio. 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 two stocks is 0.70, then the expected rate of tetum in the porttolio is 6. (Round to two decimal places.)