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% 3590 15% Expected Return 6.00% 14.00% 11.00% 5.00% Standard Deviation 29.00% 33.00% 36.00% 38.00% Stock Artemis Inc. Babish & Co Cornell Industries Danforth Motors What is the expected return on Andre's stock portfolio? O 7.50% O 15.00% O 10.00% O 13.50% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4 (-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 34%, the portfolio's standard deviation (op) most likely is 34%