Portfolio Return and Variance Two securities, Ames, Inc., and Gilbert, Inc., are to be combined in a portfolio in equal proportions. Ames has an expected return of 8% and Gilbert has an expected return of 14%. Ames has a standard deviation of 10% and Gilbert has a standard deviation of 20%. Find the expected return and standard deviation of the portfolio when the correlation coefficient between the two securities is (a) 1, (b) 0, and (c) -1 8. 0 Ret 11% 12% 11% 12% SD 15% 16% 15% 16% Ret 11% 1290 11% 1290 SD 11.18% 14.18% 11.18% 13.18% Ret 11% 12% 11% 12% SD 5% 6% 5% 8% C