here are the returns on two different stocks

January +17 +6

February -4 +1

March +6 +5

April +8 +12

May -5 +2

June +4 +4

July -3 -4

August -9 -3

A1. the variance and standard deviation of each stock.

A2. which stock is the riskiest if held on its own?

B. calculate the return in each month of a portfolio that invests an equal amount each month in the two stocks

C. in the variance more or less than halfway between the variance of the two individual stocks??