A portfolio manager creates the following portfolio: If the portfolio of the two securities has an expected return of 15%, the proportion invested in security 1 is: A. 25%. B. 50%. C. 75%. If the correlation of returns between the two securities is 20.15, the expected standard deviation of an equal-weighted portfolio is closest to: A. 13.04%.| B. 13.60%. C. 13.87%