(Computing the standard deviation for a porttolio of two risky investments) Mary Guilott recently graduated from Nichols State University and is ancoous to begin investing her meager savings as a way of applying what she has learned in business school. Specifically, she is evasuating an investment in a portfollo comprised of two firms' common stock. She ha 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 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 wtiere the correlation between the two common stock investments is equal to +1. d. Answer part a where the correlation between the two common slock investments is equal to 1. 0. Using your responses to questions a-d, describe the relationship between the correlation and the risk and return of the portfolio. Data table he correlation between the two stocks is 0.50, then the expected rate o he correlation between the two stocks is zero, then the expectad rate a (Click on the ican a in irdar fo copy its contents info a spreadshoet.) he correlation coefficient between the two stocks is +1, then the - he correlation coeflicient betwoen the fwo stocks is 1, then the