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: Standard Percentage of Expected Stock Deviation Portfolio Return Artemis Inc. 20% 8.00% 31.00% Babish & Co. Cornell Industries 35.00% 30% 14.00% 38.00% 35% 12.00% Danforth Motors 15% 5.00% 40.00% What is the expected return on Andre's stock portfolio? 14.51% 16.13% 10.75% 8.06% 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 36%, the portfolio's standard deviation (ap) most likely is 36%