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 Expected Return Stock Standard Deviation Artemis Inc. 20% 8.00% 36.00% Babish & Co. 30% 14.00% 40.00% Cornell Industries 35% 11.00% 43.00% Danforth Motors 15% 5.00% 45.00% What is the expected return on Andre's stock portfolio? 10.40% 7.80% 15.60% 14.04% 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 41%, the portfolio's standard deviation (op) most likely is 41% equal to more than less than