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 6.00% 14.00% 13.00% 3.00% Standard Deviation 33.00% 37.00% 40.00% 42.00% Stock Artemis Inc. Babish & Co Cornell Industries Danforth Motors What is the expected return on Andre's stock portfolio? 7.80%o 10.40% 14.04% 15.60% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.40 ( = 0.40) with each of the other stocks The market's average standard deviation is approximately 20%, and the weighted average of the risk of the individual securities in the partially diversified four-stock portfolio is 38% If 40 additional, randomly selected stocks with a correlation coefficient of 0.30 with the other stocks in the portfolio were added to the portfolio, what effect would this have on the portfolio's standard deviation (op)? O It would gradually settle at about 35% O It would gradually settle at approximately 20% O It would stay constant at 38% O It would gradually settle at approximately 50%