Mr. White has $103900 and wants to take the following positions in these three stocks Stock Price Number of shares Position S1 298) 1300 long S2 125 2300 short $3 400 long 10 The rates of return and the standard deviations of the stocks are Stock Rate of Standard deviation S1 14.11% 0.17 S2 -14.42% 0.18 S3 14.12% 0.18 The correlations coefficients are: Between S1 and 52 = -0.48 Between $1 and S3= 0.7 Between S2 and 3 = 0.6 1) Calculate the rate of return of the portfolio ( 5 pts) The risk-free rate is 3.64%. (A) 9305.53% (B) 8879.53% [C) 9557.53% (D) 9198.53% 1) Calculate the standard deviation of the portfolio ( 15 pts) (A) 0.68 (B) 2.59 (C) 0.98 (D) 1.7