Two common stocks, X and Y , have the following expected return, Beta and Variance of return over the next year: 0 Common stock Expected Return Variance Beta 8% 6 1.20 Y 4% 15 0.90 Additionally, assume that the correlation coefficient of returns between securities X and Y is 0.0%. For a portfolio consisting of 60 percent of invested in stock X and the remainder invested in stock Y, determine the: Standard deviation of the portfolio XY. b- Beta of the portfolio XY