17. (Stock vs. portfolio basic statistics) John and Mary are considering investing in a combination of ABC stock and XYZ stock. The return on ABC is deter- mined by a coin flip: If the coin is heads, the return on ABC is 35%, and if the coin is tails, the return is 10%. The return on XYZ stock is equivalently determined, but by a separate coin flip. a. Compute the mean, variance, and standard deviation of the returns on ABC and XYZ. b. What is the correlation of the returns? (Nothing to compute here, just think!) c. John has decided to invest in a portfolio composed of 100% XYZ stock. Mary, on the other hand, is investing in a portfolio composed of 50% ABC and 50% XYZ. Whose portfolio is better? Why