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: Percentage of Portfolio Expected Return Standard Deviation Stock Artemis Inc. 20% 8.00% 37.00% Babish & Co. 30% 14.00% 41.00% Cornell Industries 35% 12.00% 44.00% Danforth Motors 15% 5.00% 46.00% What is the expected return on Andre's stock portfolio? 10.75% 8.06% 14.51% 16.13% 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 42%, the portfolio's standard deviation (op) most likely is 42%