Here are some historical data on the risk characteristics of Bank of America and Starbucks. Bank of America Starbucks B (beta) Yearly standard deviation of return (5) 331 16.3 Assume the standard deviation of the return on the market was 16%(Use decimals, not percents, in your calculations.) a. The correlation coefficient of Bank of America's return versus Starbucks is 38. What is the standard deviation of a portfolio invested half in each stock? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation b. What is the standard deviation of a portfolio invested one-third in Bank of America, one-third in Starbucks, and one-third in risk-free Treasury bills? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation c. What is the standard deviation if the portfolio is split evenly between Bank of America and Starbucks and is financed at 50% margin, that is, the investor puts up only 50% of the total amount and borrows the balance from the broker? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation d-1. What is the approximate standard deviation of a portfoliocomprised of 100 stocks with botas of 1.54 like Bank of America? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation d-2. What is the approximate standard deviation of a portfolio comprised of 100 stocks with botas of 88 like Starbucks? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation