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 cable: Stock Percentage of Portfolio 20% Expected Return 6.00% Standard Deviation 29.00% Artemis Inc. Babish & Co. 33.00% Comell Industries 35% 14.00% 11.00% 3.00% 36.00% Danforth Motors 15% 38.00% What is the expected return on Andre's stock portfolio O 9.70% 14.55% O 13.10% 7.28% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4 (p = 0.4) with each of the other stocks. If the weighted average of the risk of the individual securities (as measured by their standard deviations) included in the partially diversified four-stock portfolio is 34%, the portfolios standard deviation (p) most likely is 34%. Grade It Now Save & Continue