If the portfolio of the two securities has an expected return of 15%, the propor- tion invested in Security 1 is: A 25%. B 50%. C 75%. If the correlation of returns between the two securities is -0.15, the expected standard deviation of an equal-weighted portfolio is closest to: A 13.04%. B 13.60%. ( 13.87%. If the two securities are uncorrelated, the expected standard deviation of an equal-weighted portfolio is closest to: A 14.00%. B 14.14%. C 20.00%. Security 1 2 Expected Annual Return (%) Expected Standard Deviation (%) 16 12 20 20