Jimmy has the following two investments in his portfolio: Investment D E Expected return 18% 14% Standard deviation 5.2% 4.1 Beta 1.25 0.94 %Weighting 40% 60 a. Which investment is riskier by itself and in a portfolio sense? b. What is the expected return of the portfolio? c. With a correlation coefficient of +0.55, what is the standard deviation of the portfolio? d. What is the beta of the portfolio? e. What is the significance of the results, in parts a through a?