12. Which variable's values must be listed in the first column of the data table from row 2 to the bottom? a. mean historical return b. historical standard deviation of returns c. correlation coefficient d. the assumed portfolio weighting in the less risky stock e. the assumed portfolio weighting in the more risky stock 13. Which series depicts the scenario where the correlation coefficient for the returns on the two stocks is smallest? a. series 1 b. series 2 c. series 3 d. series 4 e. series 5