For the questions below, suppose that Stock A has an expected return of 10 percent and standard deviation of 20 percent, and stock B has an expected return of 15 percent and standard deviation of 25 percent. The correlation between stocks A and B is 0.67. The expected return on the market portfolio of risky stocks is 14 percent and the risk-free rate is 6 percent. 11. What is the expected return on a portfolio that is made up of 35 percent of stock A and the rest in stock B? a. 10 percent b. 15 percent c. 11.75 percent d. 13.25 percent