Consider the following case: 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: Stock Percentage of Portfolio Expected Return Standard Deviation Artemis Inc. 20% 6.00% 38.00% Babish & Co. 30% 14.00% 42.00% Cornell Industries 35% 13.00% 45.00% Danforth Motors 15% 3.00% 47.00% What is the expected return on Andre's stock portfolio? 10.40% O 14.04% O 7.80% O 15.60% 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 43%, the portfolio's standard deviation (op) most likely is 43%