AAPL and MSFT have expected returns of 15 % and 10 % and standard deviations of 30 % each per 5. year. If the correlation between the assets is 0.5, compute the expected return and standard a deviation of an equally weighted portfolio? If the risk free rate is 4 % , the market expected return is 12 % per year, compute the beta b. of each stock and the beta of the portfolio? If you want to diversify your portfolio with more stocks, what kind of stocks should you c. add- ones with 0 correlation, 0.2 correlation, or 0.5 correlation