Table II.6 Rate of return assumptions for two stocks Table 11.8 Rates of return for two stocks and a portfolio with 75% invested in the auto stock and 25% in the gold stock "Portfollo retum =(.75 auto stock retum )+(.25 goild stock return ). - Show why standard deviation of portfolio is 3.9. - Hint: After calculate Covariance, use SDp=(Wa2SDa2+Wb2SDb2+2WaWbCova,b)