4. (total 1 point) Let's stop thinking about bonds and instead think about stock returns. Suppose the standard deviation of the logarithmic daily return on ABC stock is 2%. Also assume that successive daily returns on ABC stock are uncorrelated, that is the correlation between r and rt-1 is zero. (a) (1/2 point) What is the standard deviation of the logarithmic weekly return on ABC stock? (Assume that one week is five trading days.) (b) (1/2 point) What is the standard deviation of the logarithmic monthly return? (Assume that one month is 21 trading days.)