Assume you wish to evaluate the risk and return behaviors associated with various combinations of two stocks, Alpha Software and Beta Electronics, under three possible degrees of correlation: perfect positive, uncorrelated, and perfect negative. The average return and standard deviation for each stock appears here Asset Alpha Beta Average Return, r 6.5% 11.1% Risk (Standard Deviation). S 29.2% 49.9% a. If the returns of assets Alpha and Beta are perfectly positively correlated (correlation coefficient = + 1), the range is between % and % (Round to one decimal place.) The range of the standard deviation is between % and % (Round to one decimal place.) b. If the returns of assets Alpha and Beta are uncorrelated (correlation coefficient = 0), the range is between % and % (Round to one decimal place.) The standard deviation of a portfolio that invests 75% in Alpha and 25% in Beta is %. (Round to two decimal places.) c. If the returns of assets Alpha and Beta are perfectly negatively correlated (correlation coefficient = -1), the range isbetween % and % (Round to one decimal place.) The standard deviation of a portfolio that invests 62.5% in Alpha and 37.5% in Beta is %. (Round to two decimal places.)