Stock X has a standard deviation of returns of 10%. Stock Y has a standard deviation of returns of 20%. The correlation coefficient between the two stocks is 0.5. a) If you invest 40% of your funds in stock X and 60% in stock Y, what is the standard deviation of your portfolio? b) What special role does the correlation coefficient play in the standard deviation of a portfolio of investments? (Please limit answer to 2-3 sentences.)