​(Computing the standard deviation for a portfolio of two risky​ investments) Mary Guilott recently graduated from Nicho

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​(Computing the standard deviation for a portfolio of two
risky​ investments) Mary Guilott recently graduated from
Nichols State University and is anxious to begin investing her
meager savings as a way of applying what she has learned in
business school.​ Specifically, she is evaluating an
investment in a portfolio comprised of two​ firms' common
stock. She has collected the following information about the common
stock of Firm A and Firm​ B:
Expected          
Return            
Standard Deviation
Firm​ A's common stock
0.17
0.17
Firm​ B's common stock
0.18
0.24
Correlation coefficient
0.70
.
a. If Mary invests half her money in each of the two
common​ stocks, what is the​ portfolio's expected rate of
return and standard deviation in portfolio​ return?
b. Answer part a where the correlation between the two common
stock investments is equal to zero.
c. Answer part a where the correlation between the two common
stock investments is equal to
+1.
d. Answer part a where the correlation between the two common
stock investments is equal to
−1.
e. Using your responses to questions
a—d​,
describe the relationship between the correlation and the risk
and return of the portfolio.