Here are the returns on two stocks. Digital Executive Cheese Fruit January +17 +6 February -4 +1 March +6 +5 April +8 +15 May -5 +2 June +4 +4 -4 August July 1. Calculate the variance and standard deviation of each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Retum Executive Fruit Return Variance Standard deviation a-2. Which stock is the riskler if held on its own? Digital Cheese Executive Fruit b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks (Negative amounts should be indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 2 decimal places.) Month Portfolio Return January February March April May June July August c is the standard deviation more or less than half way between the variance of the two individual stocks? Less More