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Question 11 1 points Save Answ A two-risky-asset portfolio has 38% invested in Stock X and 62% Invested in Stock Y. Stock X has an expected return of 8.47% and a std dov. of 7.12%. Stock Y's expected return is 13.45% and its std. dev. Is 16.22%. The two stocks have a correlation coefficient of 89. What is the expected return and variance of this portfolio? O 10.87% -127620 11.56%: 127620 10.87%; 014308 11.56%:.015688 11.09%;.124031 A Moving to another question will save this response. Question 11 of 30