Consider the following six months of returns for two stocks and a portfolio of those two stocks: X (Click the icon to view the monthly returns.) Monthly returns 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 retums for the portfolio? c. Is the portfolio more or less risky than the two stocks? Why? Stock A Stock B Jan 192 1% Feb 4 4% -2% Mar -7% 9% Apr 2% 0% May -3% 5% Jun 3% % - 1% Portfolio 1% 1% 1% 1% 1 1% 1 1% a. What is the expected return and standard deviation of retums for each of the two stocks? The expected return of Stock Ais%. (Round to one decimal place.) Print Done ) Help me solve this View an example Print Clear all Check