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What is the expected retum on Andre's stock portfolio? 16.65% 11.10% 14.99% 8.32% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.40(p=0.40) with each of the other stolks. The market's average standard deviation is approximately 20%, and the weighted average of the risk of the individual securities in the partially diversified four-stock portfolio is 39%. If 40 additional, randomly selected stocks with a correlation coefficient of 0.30 with the other stocks in the portfolio were added to the portfolio, what effect would this have an the portfolio's standard deviation (p) ? It would gradually settle at about 35%. It would gradually settle at approximately 20%. It would gradually settle at approximately 50%. It would stay constant at 39%