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? 13.10% 9.70% 14.55% 7.28% 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 36%, the portfolio's standard deviation (p) most likely is 36%