8. Consider the following three stocks: Stock A, Stock B, and Stock C. The variance of the return of Stock A is 36% per year. The variance of the return of Stock B is 50% per year. The variance of the return of Stock C is 12% per year. Suppose the returns on all of these stocks are uncorrelated. a) What is the standard deviation of the return on your portfolio if you invest a half of the portfolios funds in Stock A, half in Stock B and none in Stock C? b) What is the standard deviation of the return on your portfolio if you invest 10% of the portfolios funds in Stock A, 80% in Stock B and 10% in Stock C? c) What is the standard deviation of the return on your portfolio if you put a third of the portfolios funds in each stock?