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 Percentage of Portfolio 20% Expected Return 6.00% Standard Deviation 38.00% Artemis Inc. Babish & Co. 30% 14.00% 42.00% 35% 13.00% 45.00% Cornell Industries Danforth Motors 15% 3.00% 47.00% What is the expected return on Andre's stock portfolio? O 14.04% 15.60% 10.40% O 7.80% 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 (Op ) most likely is 43%. Stock Percentage of Portfolio Standard Deviation Artemis Inc. 20% Expected Return 6.00% 14.00% 38.00% Babish & Co. 30% 42.00% 35% 13.00% 45.00% Cornell Industries Danforth Motors 15% 3.00% 47.00% What is the expected return on Andre's stock portfolio? 0 14.04% 0 15.60% 0 10.40% O 7.80% less than equal to Suppose each stock in Andre's portfoli more than of the individual securities (as measur standard deviation (Op) most likely is lation coefficient of 0.4 (p = 0.4) with each of the other stocks. If the weighted average of the risk andard deviations) included in the partially diversified four-stock portfolio is 43%, the portfolio's 43%