Stocks A and B have the following returns: a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 70% stock A and 30% stock B? You hear on the news that the S\&P 500 was down 2.7% today relative to the risk-free rate (the market's excess return was 2.7% ). You are thinking about your portfolio and your investments in Zynga and Proctor and Gamble. a. If Zynga's beta is 1.3, what is your best guess as to Zynga's excess return today? b. If Proctor and Gamble's beta is 0.6, what is your best guess as to P\&G's excess return today