Problem 11-19 Diversification (L03) Here are the returns on two stocks. Digital Executive Cheese Fruit January 49 February -2 +1 March April 16 +13 May -3 June July Required: -1 Calculate the variance and standard deviation of each stock 6-2 Which stocks riskerhed on its own b. Now calculate the returns in each month of a portfoto that invests an equal amount each month in the two stocks. c. the variance more or less than halfway between the variance of the two individual stock? Complete this question by entering your answers in the tabs below. 1 RA BB Rang Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocs. (Negative amounts should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Month Portfolio Raturn 9.00 1.00 lansary February March April May June LY Aug.