An investor holds a portfolio of two stocks. She puts 70% of her money in Stock A and 30% in Stock B. Stock A has a return R_A with mean 8% and a standard deviation of sigma_A = 4%. Stock B has a return of R_B with mean 16% and a standard deviation of sigma_B = 12%. The portfolio return is Y = 0.7 R_A + 0.3 R_B. a. Compute the expected return on the portfolio. b. Compute the standard deviation of the returns on the portfolio assuming that the two stocks' returns are perfectly positively correlated. c. Compute the standard deviation of returns on the portfolio assuming that the two stocks' returns have a zero correlation. d. Assuming the two stocks' returns have zero correlation (as in part iii) and are normally distributed, what is the probability that the portfolio return is negative