2. Return Statistics R1 and R2 are random returns with the following standard deviation: In addition, the correlation coefficient is corr(R1,R2)=0.2. (a) What is the covariance between R1 and R2,cov(R1,R2) ? (b) Suppose you invest equal amounts of money in these two stocks. What is the variance of this portfolio return? (c) What is the standard deviation of return of the portfolio in (b)? (d) Now you put 20% of money in stock 1 and 80% of money in stock 2 . What is the variance of this portfolio return? (e) What is the standard deviation of return of the portfolio in (d)