19 (1 point) The following table shows the annual expected returns for two stocks. Probability of return Stock A 0.10 -3% Stock B -10% 0.20 2 1 0.40. 7 8 0.20 12 16 0.10. 17 24 If a portfolio is made up of 40% of Stock A and 60% of Stock B, what will be the portfolio's standard deviation assuming that the correlation between the two stocks is 0.40. 7.6% 8.98% 5.48% 6.58%