3.2. Consider two independent stocks S1 and S2 in the one-period binomial model with the following statistics for their rates of return: Expected returns: 1,2 Standard deviation of returns: 1,2 Suppose that you will invest a fraction a1 of your total wealth into stock 1 , and a fraction a2 into stock 2 such that a1+a2=1 (note: it is permitted that one of these fractions be negative, but no wealth may be placed in a risk-free asset). Show that the expected portfolio return and the standard deviation of the portfolio return are related by the equation (21)22=(2)212+(1)222 Hint: use the formula for from class as well as the constraint given above to get formulas for a1 and a2. When you substitute this into the formula for from class, you should get something similar to the equation given above