The Micro stock has an expected rate of return of 15% and a standard deviation of 10%. The Pear stock has an expected return of 13% and the same SD as Micro (10%). a) If the choice is only between these two stocks, will all risk averse investors agree on which stock to select? If so, which one? b) True or false and a one sentence explanation please. Since the variance of the two stocks is the same, then all portfolios combining the two will have the same variance as well. c) Assume that the correlation coefficient between these two stocks is 0.5. Create a portfolio of 80% Micro and 20% Pear. Calculate its expected return and standard deviation. Will all investors agree on a best choice between the individual stocks and the portfolio? Will any of the three choices be inefficient and not selected by any risk-averse investor?