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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: Standard Deviation 38.00% 42.00% 45.00% 47.00% Percentage ofExpected Stock Artemis Inc. Babish & Co. Cornell Industries Danforth Motors Portfolio 20% 30% 3596 15% Return 6.00% 14.00% 12.00% 5.00% What is the expected return on Andre's stock portfolio? 10.35% 15.53% 13.97% 7.76% 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 43%, the portfolio's standard deviation (ap) most likely is 43%

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