$($Computing the standard deviation for a portfolio of two risky investments$)$ Mary Guillot 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:

Expected Return Standard Deviation

Firm A$$s common stock $0\mathrm{.}150\mathrm{.}20$

Firm B$$s common stock $0\mathrm{.}180\mathrm{.}24$

Correlation coefficient $0\mathrm{.}60$

$1.$ If Mary invests half her money in each of the two common stocks, what is the portfolio$$s expected rate of return and standard deviation in portfolio return?

$2.$ Answer part a where the correlation between the two common stock investments is equal to zero.

$3.$ Answer part a where the correlation between the two common stock investments is equal to $11.$

$4.$ Answer part a where the correlation between the two common stock investments is equal to $21.$

$5.$ Using your responses to parts a$$d$,$ describe the relationship between correlation and the risk and return of the portfolio.

not in excel simple formula. thanks.