Astrid has the following two investments in her portfolio: Investment M N Expected Return 12% 19% Standard Deviation 3.1% 3.9 Beta 1.40 0.85 % Weighting 55% 45 a-1. Which investment is riskier by itself? Investment N Investment M a-2. Which investment is riskier in a portfolio sense? Investment N Investment M b. What is the expected return of the portfollo? (Round the final answer to 2 decimal place.) Expected return of portfolio b. What is the expected return of the portfolio? (Round the final answer to 2 decimal place.) Expected return of portfolio % c. With a correlation coefficient of +0.30, what is the standard deviation of the portfolio? (Round the final answer to 2 decimal place.) Standard deviation % d. What is the beta of the portfolio? (Round the final answer to 4 decimal places.) Beta of portfolio e. Not available in Connect