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B13. (Excel: Portfolio returns and standard deviations) ARC has an expected return of 9% and a standard deviation of 10%, and HMT has an expected return of 12% and a standard devi- ation of 20%. The portfolio return and risk, of course, depend on the portfolio weights and the correlation between ARC and HMT returns. Calculate the portfolio returns and stan- dard deviations for the weights and correlations shown in the table: PORTFOLIO STANDARD DEVIATION FOR CORRELATIONS EQUAL TO WEIGHTS PORTFOLIO RETURN ARC HMT 10 0.5 0.0 -0.5 1.0 0.0 0.9 0.8 0.2 0.7 0.6 0.4 0.5 0.4 0.6 0.3 0.2 0.1 0.0 0.1 0.3 0.5 0.7 0.8 0.9 1.0