​(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
0.18
Firm B's Common Stock 0.16
0.25
Correlation Coefficient
0.50
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 plus 1.
d. Answer part a where the correlation between the two common
stock investments is equal to minus 1.
e. Using your responses to questions along dash d​, describe the
relationship between the correlation and the risk and return of the
portfolio