1 pts Question 3 You have a portfolio which is comprised of 40 percent of stock A and 60 percent of stock B. What is the expected rate of return on this portfolio? State Probability 0.3 0.7 Stock A 15% 8% Stock B 9% 20% Boom Normal 12.86 percent 13.64 percent 12.48 percent 14.06 percent 13.78 percent Question 4 1 pts You have a portfolio which is comprised of 72 percent of stock A and 28 percent of stock B. What is the variance of this portfolio? State Probability 0.6 Boom Normal Stock A 14% -6% Stock B 22% -20% 0.4 164.2 0246.2 O 215.8 318.9 270.6 Question 6 1 pts A stock fund has a standard deviation of 17 percent and a bond fund has a standard deviation of 8 percent. The correlation of the two funds is 0.11. What is the approximate weight of the stock fund in the minimum variance portfolio? O 24 percent 27 percent 11 percent O 21 percent 15 percent