You are fully invested in the two stocks. The correlation coefficient between the two stock returns is .65 a. Compute the weights of the two stocks in your portfolio. b. Compute the portfolio expected return. c. Compute the portfolio standard deviation. d. You consider selling all stock B holdings and use the proceeds to buy stock C. C expected rate of return is 22%, but 25% standard deviation and 0.0 correlation with A. Will you do that transaction? (For this you will need the three-stock portfolio variance formula). You are fully invested in the two stocks. The correlation coefficient between the two stock returns is .65 a. Compute the weights of the two stocks in your portfolio. b. Compute the portfolio expected return. c. Compute the portfolio standard deviation. d. You consider selling all stock B holdings and use the proceeds to buy stock C. C expected rate of return is 22%, but 25% standard deviation and 0.0 correlation with A. Will you do that transaction? (For this you will need the three-stock portfolio variance formula)