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 20% 30% 35% 15% Expected Return 8.00% 14.00% 13.00% 5.00% Standard Deviation 35.00% 39.00% 42.00% 44. 00% Stock Artemis Inc Babish & Co Cornell Industries Danforth Motors What is the expected return on Andre's stock portfolio? 8.33% 16.65% 14.99% 11.10% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4 ( = 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 40%, the portfolio's standard deviation (op) most likely is 40%