In your portfolio, you have two stocks. You have a 50% investments in Stock A and 50% investment in Stock B. Stock A has a standard deviation of 25% and a beta of 1.2. Stock B has a standard deviation of 35% and a beta of 0.80. The correlation between Stock A and Stock B is 0.4. What is the standard deviation of your portfolio? (i) Less than 30% (ii) 30% (iii) More than 30% 2. What is the beta of your portfolio? 3. Which stock carries more risk if you want to keep a diversified portfolio?