七、Here are returns and standard deviations for four investments。(20 分)

| | Return | Standard Deviation |
| --- | --- | --- |
| Treasury Bills | 5 % | 0 % |
| Stock P | 8% | 12 % |
| Stock Q | 16 % | 28 % |
| Stock R | 22 % | 25 % |

Calculate the standard deviations of the following portfolios.
perfect positive correlation
perfect negative correlation
no correlation


a. \(30\%\) in Treasury bills, \(70\%\) in stock P. (5分)