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Problem 11-20 Qu Your client has $95,000 invested in stock A. She would like to build a two-stock portfolio by investing another $95,000 in either stock Bor C. She wan an expected return of at least 15.0% and as low a risk as possible, but the standard deviation must be no more than 40%. What do you advise her to be the portfolio expected retum and standard deviation? Expected Return Standard Deviation Correlation with A 16% 48% 1.00 13 14% 35% 0.15 14% 35% 0.35 The expected retum of the portfolio with stock Bis 15.0 % (Round to one decimal place.) The expocted rotum of the portfolio with stock cl [% (Round to one decimal place) B des Enter your answer in the answer box and then click Check Answer, 020 (5amar parts remaining Clear All Check