Question 2 There is a portfolio which consists of four stocks: IBM.APPL BA and NFLX.The average monthly stock returns for IBM. APPL BA, and NFUX are 1.46% 1.25 2.87% and 1.80%. The standard deviation for IBM, APPL, BA, and NFLX are 3.22%, 4.70% 433 and 2.79%. Also, the covariances and variances are summarized as in the below table. AAPL BLA NFUX IBM AAPL BA NEUX IBM 0.10% 0.05% 0.04 0.019 0.22 0.02 0.06 0.19 0.07% 0.08% (Round to the nearest tenth.) 1. The equal weighted portfolio return is Wound to the nearest tenth.) 2. The equal weighted portfolio riskie.standard deviation is