Please help me solve for all parts.

$($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.

a$.$ If Mary decides to invest $50\%$ of he

portfolio is $\%.($Round to two decin

The standard deviation in the portfolio

b$.$ If Mary decides to invest $50\%$ of he

portfolio is $\%.($Round to two decir

The standard deviation in the portfolio

c$.$ If Mary decides to invest $50\%$ of he

return in the portfolio is $\%.($Roung

The standard deviation in the portfolio

d$.$ If Mary decides to invest $50\%$ of he

return in the nnrtfolin is $\%($Rou$$n

Data table

$($Click on the icon in order to copy its contents into a spreadsheet.$)$

$$0\mathrm{.}70,$ then the expected rate of return in the

s zero, then the expected rate of return in the

wo stocks is $+1,$ then the expected rate of

Wo stocks is $-1,$ then the expected rate of