BH 311 11 (Computing the standard deviation for a portfolio of two risky investments) Mary Gulott 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: D a. I Mary invests halt her money in each of the two common stocks, what is the portfolio's expected rate of retum 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 .. Using your responses to questions ad, describe the relationship between the correlation and the risk and return of the portfolio a. I Mary decides to invest 50% of her money in Fim A's common stock and 60% in Fim B's common stock and the correlation between the two stocks is 0.40, then the expected rate of return in the portfolio in %. (Round to two decimal places.) Data Table bint: ed 3 Firm A's common stock Firm B's common stock Correlation coefficient Expected Return 0.14 0.17 0.40 Standard Deviation 0.18 0.26 Print Done Enter your answer in the answer box and then click Check Answer inan 8 parts remaining Clear All pytle Check