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Question 2 of 25 1 Points You are looking at the past three months of returns for Stock A. The monthly returns are: Month 1: 4%, Month 2: 10% Month 3: 7% What is the standard deviation of the returns? O A.3% OB.7% C. 5% OD. 9% Reset Selection Question 3 of 25 1 Points A portfolio has 40% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT is -0.3. What is the standard deviation of the portfolio? OA. 20.18% B. 19.17% C. 22.20% D. 18.16% Reset Selection