MCQ15. Stock X has an expected return of 10% and a standard deviation of 50%. Stock Y has an expected return of 15% and a standard deviation of 40%. The covariance between X and Y is 10%. You want to form a portfolio using stock X and Y that has a standard deviation equal to 45%. Making sure that you invest in an efficient portfolio, what weight should you put on stock X in this portfolio? A 15% B. 40% C. -0.247 D. 2.4