Jack Jones has a two-stock portfolio with 50% invested in Stock A. The variance of Stock A is 0.13 and the standard deviation of Stock B is 22%. The covariance between Stock A and Stock B is 0.1. a) Calculate the standard deviation of the portfolio. (3 Marks) Please provide your answer as a decimal to 6 decimal places. Answer: Answer b) Calculate the correlation between the two stocks. (4 Marks) Please provide your answer to 6 decimal places.