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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: Expected Return 6.00% Standard Deviation 29.00 Stock Artemis Inc. Babish & Co Cornell Industries Danforth Motors Percentage of Portfolio 204 30 35% 15 14.00 17:00 11.00% 3.00 36.00 38.00 What is the expected return on Andres stock portfolio? 7.28% 9.701% 13.10% O 14.55% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4 (0.44) with each of the other stocks. If the weighted average of the of the individual securities (as measured by their standard deviations included in the partially diversified for stock portfolio is 34% the portfolio's . What is the expected return on Andre's stock portfolio 7.28% O 9.70% O 13.10% O 14.55% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4-0.4) with each of the other stod of the weighted average of the risk of the individual securities (as measured by their standard deviations) induded in the partially diversified four-stock portfolio is 94% the portfolio's standard deviation (p) most likely is 34%

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