5. The following data is given about stocks A, B, and C. You have a portfolio with an expected return of 14%. What is the standard deviation of the portfolio if 40% of the total investment is in Stock C? Return and Risk Retum Correlations Er Stock A B C 25% 15% 5% 50% 40% 30% A 1.00 0.40 -0.20 B 0.40 1.00 -0.50 0.20 0.50 1.00