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: What is the expected return on Andre's stock portfolio? 7.80%14.04%10.40%15.60% 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 43%, the portfolio's standard deviation (p) most likely is 43%