Here are some historical data on the risk characteristics of Ford and Harley Davidson. Ford Harley Davidson (beta) 1.36 0.87 Yearly standard deviation of return (%) 32.4 16.2 Assume the standard deviation of the return on the market was 14.0%. a. The correlation coefficient of Fords return versus Harley Davidson is 0.41. What is the standard deviation of a portfolio invested half in each share? b. What is the standard deviation of a portfolio invested one-third in Ford, one-third in Harley Davidson, and one-third in risk-free Treasury bills? c. What is the standard deviation if the portfolio is split evenly between Ford and Harley Davidson and is financed at