The investor is thinking of two-asset portfolio. Stock A has the expected return of $4.50 per share with standard deviation of $1.00, where as stock B has the expected return of $3.75 with standard deviation of $0.75. Covariance between two stocks is -0.35. Determine 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