Suppose you invest 3/4 of your funds in security A and 1/4 in B. Mean returns for A and B are 16% and 12%. The variance of return for A and B are 25 and 16 . The correlation between the two security return is 0.5. What is (a) standard deviation of the portfolio return, (b) What is the net benefit from diversification? (Hint net benefit is in terms of reduction in standard deviation of portfolio retum)