Analyzing portfolio risk and return involve the understanding of expected returns from a portfolio. Consider the following case: Andre is an amateur investor who holds a small portfolio consisting of only four stocks. The stock holdings in his portfolio are shown in the following table: Artemis (20% of portfolio, 8.00% expected return, 25.00% standard deviation) Babish & Co. (30% of portfolio, 14.00% expected return, 29.00% standard deviation) Cornell Industries (35% of portfolio, 11.00% expected return, 32.00% standard deviation) Danforth Motors (15% of portfolio, 5.00% expected return, 34.00% standard deviation) What is the expected return of Andre's stock portfolio? a. 7.80%, b. 14.04%, c. 15.60% d. 10.40%. Suppose each stock in the preceding portfolio has a correlation coefficient of 0.4 (p=0.4) with each of the other stocks. If the weighted average of the risk (standard deviation) of the individual securities in the partially diversified portfolio of four stocks is 39%, the portfolio's standard deviation most likely is ________ 30%. a. equal to, b. more than, c. less than.