(Computing the standard deviation for a portfolio of two risky investments) Mary Guloht recently graduated from Nichols State Unversity and is anxious to begin invosting her meager savings as a wry of applying what she has leamed in business school. Specifically, she is evatuating an investmont in a portolio comprised of two firms' common stock. She has collected the following information about the common stock of Firm A and Fim B: 2. If Mary invests half her maney in each of the two common stocks, what is the portfolio's expected rate of retum and standard deviabon in porttolio retum? b. Answer part a where the correlation between the two cormmon stock irvestments is equal to zero. e. Answer part a where the correletion between the two commen stock investments is equal to +1 . d. Answer part a where the correlation between the two common stock investemerts is equel to -1 . e. Using your responses fo questions a- d, describe the relationship betieten fhe correlasion and the risk and tetum of the portfolio. the portiolio is K. (Round to teo decimal places.) Data table