WeVest Financial Advisors suggests an investment in two stocks (40% in Stock A and 60% in Stock B). They claim the investment will reduce risk through diversification, but they need proof. This is the historical returns for the two stocks. Year Returns (%) Stock A Stock B 2012 14.72% 10.36% 2013 15.60% 11.30% 2014 12.69% 10.91% 2015 10.90% 12.26% 2016 11.40% 7.96% a. Using a 40/60 split, what is the weighted average standard deviation of the two stocks? (Enter your answer as a percent rounded to two decimal places.) b. Recalculate the standard deviation of a portfolio of the two stocks. (Enter your answer as a percent rounded to two decimal places.) c. What is the reduction in standard deviation that results from the creation of a portfolio of the two stocks? (Enter your answer as a percent rounded to two decimal places.). plz read the instruction below.

someone answer this but it was wrong. i know i need to use the N-1 correction for the whole question. In the first part, find the standard deviation of both stocks using the correction and take a weighted average by using 40% and 60% as the weights. In the second part, find the 40/60 portfolio returns using the given stock returns, then calculate the standard deviation of the portfolio returns using the correction. In the last part, subtract the result of part 2 from the result of part 1.