a. The expected return of the portfolio with stock B is _%?

b. The expected return of the portfolio with stock C is _%?

c. The standard deviation of the portfolio with stock B _%?

d. The standard deviation of the portfolio with stock C _%?

Problem 11-20 Question Help Your client has $103,000 invested in stock A. She would like to build a two-stock portfolio by investing another $103,000 in either stock B or C. She wants a portfolio with an expected return of at least 14.5% and as low a risk as possible, but the standard deviation must be no more than 40%. What do you advise her to do, and what will be the portfolio expected return and standard deviation? Expected Return 15% 14% 14% Standard Deviation 47% 38% 38% Correlation with A 1.00 0.13 0.32