You are considering how to allocate your wealth. You can invest in a risk-free asset, or two stocks, A and B. Stock A has a beta of 1.8 and standard deviation of returns of 42%. Stock B has a beta of 0.7 and standard deviation of returns of 26%. The risk-free rate is 4% and the expected return for the market is 9%. Part a. If the correlation between the returns of A and B is 0.8 and you allocate 60% of your portfolio to A and 40% to B, what is the portfolio expected return and standard deviation? Part b. If the correlation between the returns of A and B is 0.3 and you allocate 60% of your portfolio to A and 40% to B, what is the portfolio expected return and standard deviation? Part c. Suppose instead you allocate 70% of your portfolio to A and 30% to the risk-free asset, what is the portfolio expected return and standard deviation