O Points: 0 of 1 1 Computing the sundard deviation for a portfolio of two risky investments Mary Got recully graduated from Nichols State Univery and is most beginning har por savings away of applying what he has amed in business school Specifically, she is ingin menina portfolio comproed of two cock She has collected the following formation about the common stock of Fim A and mm a Mary tests halt hur many in each of the common to what is the portoko's expected to retum und sandard deviation portfolio retum 1. Answer part where the correlation between the common stock investments is equal to Anse para where the condition between the two common stock veten to +1 d. Answer part where the correlation between the two common stock starts is equal to - Using your response to customer the wohl be the car and the risk and more portfolio Mary decides to mesto other my in Fm's common slach and como lock in the common the weste expected to the porte is 1000 Round to two decimal places Data table Expected Reum 14 Standard Deviti 16 021 Fim A'N COMFORT Frs Woch Coniston coefficient Check ower Help me solve this Viewane Pant De There