12. Here are some historical data on the risk characteristics of Dell and Home Depot: Dell 1 Home Depot ] Yearly standard deviation of return (96) 29.32 ] 29.27 J Assume that the standard deviation of the market return is 15 percent. El. The correlation coefficient between Dell and Home Depot's return is 0.59. What is the standard deviation of a portfolio invested half in Dell and half in Home Depot? What is the standard deviation of a portfolio invested one-third in Dell, one-third in Home Depot and one-third in Treasury bills? What is the standard deviation if the portfolio is split evenly between Dell and Home Depot and is financed at 50 percent margin, i.e., the investor puts up only 50 percent of the total amount and borrows the balance from his broker