2. Green and Gold Farms has two investment alternatives. The correlation coefficient between the two investments is 0.3. The investment alternatives are: Farm Expansion Opportunity Main St Business 0.11 0.10 Expected rate-of- return Standard deviation 0.08 0.04 a. Find the expected value, the standard deviation and variance of the portfolio if Green and Gold Farms invests 70% in the Main St Business investment and 30% in the Farm Expansion Opportunity investment. b. Find the expected value, standard deviation and variance of the portfolio if Green and Gold Farms invests 30% in the Main St Business investment and 70% in the Farm Expansion Opportunity investment. c. How do the answers in part (a) and (b) compare? Why are they different