(Computing the standard deviation for a portfolio of two risky investments) Mary Guilott recently graduated from Nichols State University and is anxious to begin investing her meager saving 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: a. 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? 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. e. Using your responses to questions a-d, describe the relationship between the correlation and the risk and return of the portfolio. Data table the portfolio is %. (Round to two decimal places.) The standard deviation in the portfolio is %. (Round to two decimal places.) the portfolio is %. (Round to two decimal places.) The standard deviation in the portfolio is \%. (Round to two decimal places.) return in the portfolio is %. (Round to two decimal places.) The standard deviation in the portfolio is \%. (Round to two decimal places.) return in the portfolio is %. (Round to two decimal places.) The standard deviation in the portfolio is \%. (Round to two decimal places.) below.) D. The correlation coefficient has no effect on the expected return of a portfolio, but the closer the correlation coefficient is to one, the lower the risk