An investor is considering a two-asset portfolio. Stock A has an exected return of $4.50 per share with a standard deviation of $1.00, while stock B has an expected return of $3.75 with a standard deviation of $.75. The covariance between the two stocks is -.35. Find the portfolio risk if:
a. The stocks are weighted equally in the portfolio
b. the amount of stock a is one-fourth as much as stock b.
c. The amount of stock b is one-fourth as much as stock a.