10. Examine the following graph. The vertical axis represents mean return and the horizontal axis represents standard deviation of return. Each of the five lines depicts all of the specific risk-return combinations that can be achieved by creating portfolios consisting of varying proportions of stocks X and Y, given a specific assumption as to the value of what factor? 18 16 14 12 10 8 6 4 2 0 0 2 3 4 5 6 a. the return on stock X b. the return on stock Y c. the proportion of wealth invested in stock X d. the correlation coefficient of the returns on stocks X and Y