Anthrop (Computing the standard deviation for a portfolio of two risky investments) Mary Guiloft recently graduated from Nichols State University and is anxious to begin investing her meager savings as a way of applying what she has learned in business school. Specifically, she is evaluating an investment in a portfolio comprised of two firms' common stock. She has collected the following information about the common stock of Firm A and Firm B: a. If Mary invests half her money in each of the two common stocks, what is the portfolio's expected rate of return and standard deviation in portfolio return? b. Answer part a where the correlation between the two common stock investments is equal to zero c. Answer part a where the correlation between the two common stock investments is equal to +1 d. Answer part a where the correlation between the two common stock investments is equal to - 1 e. Using your responses to questions ad, describe the relationship between the correlation and the risk and return of the portfolio a. If Mary decides to invest 50% of her money in Firm A's common stock and 50% in Firm 8's common stock and the correlation between the two stocks in 0.40, then the expected rate of retur in the portfolio is 0% (Round to two decimal places.) Data Table - X Expected Return 0.16 0.18 0.40 Standard Deviation 0.19 0.23 Firm A's common stock Firm B's common stock Correlation coefficient (Click on the icon in order to copy its contents into a spreadsheet) Print Done