Consider this portfolio of two stocks, which displays their proportion, their expected returns, and standard deviations of those returns. Hint: See Chpt $7,7-3,$ blue box titled "Mean and Variance of a Portfolio of Two Stocks" $1.$ For each of the following coefficients of correlation between the two stocks, calculate the expected value and standard deviation of the portfolio. a$)$ r $=\mathrm{.}5$ : Answer here b$)$ r $=\mathrm{.}2$ : Answer here c$)$ r $=0$ : Answer here $2.$ Under which of the correlation coefficient scenarios is the volatility $($risk$)$ HIGHEST. Answer here $3.$ Ignore the proportions of the portfolio for a moment and assume we can only pick one stock to hold.