CHEA Your client has $95,000 invested in stock A. She would like to build a two-stock portfolio by investing another $95,000 in either stock B or C. She wants a portfolio with an expected return of at least 15.0% and as low a risk as possible, but the standard deviation must be no more than 40%. What do you advise her to do, and what will be the portfolio expected return and standard deviation? A9C Expected Return 17% B 13% 13% Standard Deviation 50% 37% 37% Correlation with A 1.00 0.11 0.32