1. a) Your portfolio P has two stocks, Alpha and Beta. Alpha has an Expected return of 10% and a volatility of 20%, while Beta has an expected return of 30% and volatility of 60%. You are planning to invest 40% in Alpha and 60% in Beta. The expected return of this risky portfolio P will be: a. 18% b. 21% c. 22% d. 24% b) For the same portfolio P, if the correlation between Alpha and Beta is + 0.5, then the standard deviation of portfolio P will be: a. 45.0% b. 36.9% C. 40.0% d. 40.6%