Andre is an amateur investor who holds a small portfolia consisting of only four stocks. The stock holdings in his portfolio are shown in the following table: Percentage of Portfolio 20% 30% 35% 15% Expected Return 8.00% 14.00% 11.00% 5.00% Standard Deviation 23.00% 27.00% 30.00% 32.00% Stock Artemis Inc. Babish & Co. Comell industries Danforth Motors What is the expected return on Andr's stock portfoli? 10.40% 14.04% 7.80% 15.60% Suppose each stock in Andre's portfolio has a correlation coefficient of O. (p-04) with each of the other stocks. If the weighted average of the risk of the indwidual securties es measured by their standard desviatons) included in the partially diversified four-stock portfolio is 28%, the portfolio's standard deviation (%) most likely is 28%