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: Percentage of Portfolio Expected Return Standard Deviation Stock Artemis Inc. 20% 6.00% 29.00% Babish & Co. 30% 14.00% 33.00% Cornell Industries 35% 36.00% 11.00% 3.00% Danforth Motors 15% 38.00% What is the expected return on Andre's stock portfolio? 0 7.28% O 9.70% O 14.55% O 13.10% 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 34%, the portfolio's standard deviation (p) most likely is 34%