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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

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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: Stock Artemis Inc. Babish & Co. Comell Industries Danforth Motors Percentage of Portfolio 20% 30% Expected Return 6.00% 14.00% 13.00% Standard Deviation 26.00% 30.00% 33.00% 35.00% 35% 15% 5.00% What is the expected return on Andre's stock portfolio? 16.05% 8.03% 14.45% 10.70% 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) in Nuded in the partially.diversified four-stock portfolio is 31%, the portfolio's standard deviation (p) most likely is 31%

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