Here are returns and standard deviations for four investments. Standard Deviation (%) Treasury bills Stock P Stock Q Stock R Return(%) 4.0 12.0 16.5 23.5 10 25 26 Calculate the standard deviations of the following portfolios a. 50% in Treasury bills, 50% in stock P (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation b. 50% each in Q and R, assuming the shares have: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) 5% Standard Deviation Perfect positive correlation Perfect negative correlation No correlation 25.5%