please answer both parts thank you

Here are the returns on two stocks. January February March April May June July August Digital Cheese +17 -3 +5 +7 -4 +3 -2 Executive Fruit +7 +2 +4 +15 +3 +5 -2 2-1. Calculate the variance and standard deviation of each stock. (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Retum 96 Executive Fruit Return 96 Variance Standard deviation a-2. Which stock is the riskier if held on its own? O Digital Cheese O Executive Fruit b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. (Negative amounts should be Indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 2 decimal places.) Month Portfolio Return January February March April May June July August