1) You are given the historical annual returns on stock in two companies Zeniba and Yubaba. Calculate the average (mean) return and standard deviation of the returns for each company. Now assume that you create a portfolio consisting of 25% Zeniba and 75% Yubaba. What would the return on the portfolio have been in each year? What would have been the average return on the portfolio? What would have been the standard deviation of the portfolio returns? Would diversification have reduced risk in this case? Why or why not