D Question 2 3 pts An investor wishes to construct a portfolio consisting of a 70 percent allocation to stock index and 30 percent location videre me. The return on the risk-free asset is 4.5 percent, and the expected return on the stock index is 12 percent. The standard deviation of retom on the stock indes i 6 percent. Calente the expected standard deviation of the portfolio 25.20 percent 4.20 percent J.29 percent 10.80 percent 5.02 percent