b$.$ Calculate the standard deviation of returns for each asset $(L$ and $M)$

${}_j^2=\frac{1}{n}{\displaystyle \underset{i=1}{\overset{n}{}}}(R_i-E(R^2){)}^2$

c$.$ Calculate the standard deviation for the portfolio if the correlation coefficient is $-0\mathrm{.}80.$ Please use this formula$-$

${}_p^2=w_1^2{}_1^2+w_2^2{}_2^2+2w_1{w}_2{}_{1,2}$