Rates of return $($annualized$)$ in two investment portfolios are compared over the last $12$ quarters. They are considered similar in safety, but portfolio B is advertised as being $$less volatile.$($a$)$ At $\backslash$alpha $=0\mathrm{.}025,$ does the sample show that portfolio A has significantly greater variance in rates of return than portfolio B$?($b$)$ At $\backslash$alpha $=0\mathrm{.}025,$ is there a significant difference in the means?