a) The total risk of a portfolio will only be decreased as we include more assets whose returns are completely uncorrelated with those in the portfolio. Is this true or false? Explain. b) Stock A and Stock B have the following expected return and risk: No investors will buy Stock A in the portfolio, is this true? Why? c) Stock A and Stock B have expected return of 0.15 and 0.11 respectively, their correlations are summarized in the following bordered covariance matrix: If an investor wants a portfolio of expected return of 12%(0.12), then how much of his wealth should be placed in stock A and stock B? What is the risk of such portfolio