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 Percentage of Portfolio Expected Return Stock Deviation Artemis Inc. 20% 6.00% 25.00% Babish & Co. 30% 14.00% 29.00% Cornell Industries 35% 11.00% 32.00% Danforth Motors 15% 3.00% 34.00% What is the expected return on Andre's stock portfolio? 7.28% 14.55% 9.70% 13.10% 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 30%, the portfolio's standard deviation (Op) most likely is 30%. equal to less than more than