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Consider the following 6 months of returns for 2 stocks and a portfolio of those 2 stocks: Note: The portfolio is composed of 50% of

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image text in transcribed Consider the following 6 months of returns for 2 stocks and a portfolio of those 2 stocks: Note: The portfolio is composed of 50% of Stock A and 50% of Stock B. a. What is the expected return and standard deviation of returns for each of the two stocks? b. What is the expected return and standard deviation of returns for the portfolio? c. Is the portfolio more or less risky than the two stocks? Why? \begin{tabular}{lrrrrrr} & Jan & Feb & Mar & Apr & May & Jun \\ \hline Stock A & 2% & 5% & 6% & 3% & 2% & 4% \\ Stock B & 0% & 3% & 8% & 1% & 4% & 2% \\ Portfolio & 1% & 1% & 1% & 1% & 1% & 1% \\ \hline \end{tabular}

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