20.

20. Suppose you are forming a portfolio of two stocks, Walmart and Coca-Cola. You plan to invest 35% of your money in Walmart, which has an eupected return of 12.4%. If Coca-Cola has an expected return of 9.8%, then the expected return on your portfolio will be... a. 10.71% if the returns of the two stocks are positively correlated b. 10.71% if the returns of the two stocks are not correlated c. 10.71% if the returns of the two stocks are correlated in any way d. 11.10% if the returns of the two stocks are positively correlated e. 11.10% if the returns of the two stocks are correlated in any way