3. Standard Deviation of a Portfolio. Consider a portfolio consisting of the following two assets: . Stock A has EIRI-10% and A-20% . Stock B has ERI-20% and B-40% I want you to calculate the expected return and standard deviation of the portfolio under the four following sets of assumptions (a) wA-1/2 and wB-1/2 and pAB-0 (b) wA-1/2 and wB -1/2 and paB - PAB-1 (d) WA-2/3 and WB 1/3 and -1