Emma is an amateur investor who holds a small portfolio consisting of only four stocks. The stock holdings in her portfolio are shown in the following table: Stock Artemis Inc. Percentage of Portfolio 20% 30% 35% 15% Expected Return 8.00% 14.00% 13.00% 5.00% Standard Deviation 34.00% 38.00% Babish & Co. Cornell Industries Danforth Motors 41.00% 43.00% What is the expected return on Emma's stock portfolio? 11.10% O 16,65% 08.33% 14.99% Suppose each stock in Emma's portfolio has a correlation coefficient of 0.4 ( 0.1) 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 39%, the portfolio's standard deviation (p) most likely is 39% more than less than equal to