4. You want to combine the following two stocks into a portfolio: Nike and Microsoft. The last five years of returns are listed below. The correlation between the two stocks is 0.65. You will put 54% of your money into Nike and 46% into Microsoft. What would be the expected return and standard deviation of returns of your portfolio? Nike Microsoft 1 19% -8% 2 12% -7% -7% 3% 52% 40% 22% 24% 6 14% 16% -15% 1%