Jennifer Jones is considering building an investment portfolio containing two stocks, L and M. Stock L will represent 60% of the dollar value of the portfolio, and stock M will account for the other 40%. The following data are available for the two stocks: Expected return Stock L 0.14 Standard deviation of 0.075 returns Beta 1.11 Stock M 0.09 0.055 0.95 a. Assume that the correlation of returns between L and M is +0.5, compute the following: (i) The expected return from the portfolio (ii) The standard deviation of returns from the portfolio