Given $100,000 to invest, construct a value-weighted portfolio of the four stocks listed below. Stock Price/Share Number of Shares (S) Outstanding (millions) 1.3 Golden Seas 11 Jacobs and Jacobs 23 1.25 MAG 46 25.91 PDJB 7 6.22 Enter the portfolio weight below: (Round to two decimal places.) % of Total Value (portfolio weight) Stock Golden Seas GILE You have a portfolio with a standard deviation of 24% and an expected return of 17%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Correlation with Expected Return Standard Deviation Your Portfolio's Returns Stock A 14% 21% 0.3 Stock B 14% 20% 0.7 CHED Standard deviation of the portfolio with stock A is%. (Round to two decimal places.) Help me solve this View an example Get more help. Clear all Check