A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24%, while stock B has a standard deviation of return of 18%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0380, the correlation coefficient between the returns on A and B is ___. A) 327 B) 583 C) 128 D) 225 An investor invests 70% of her wealth in a risky asset with an expected rate of return of 15% and a variance of 5%, and she puts 30% in a Treasury bill that pays 5%. Her portfolio's expected rate of return and standard deviation are ___ and ___ respectively. A) 10%: 35% B) 10%: 6.7% C) 12%: 15.7% D) 12%: 22.4%