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Save Answer Question 13 6.25 points Consider two risky stocks. Stock A has an expected return of 12 percent and a standard deviation of 18. Stock B has an expected return of 9 percent and a standard deviation of 13 percent. The correlation coefficient between the two stocks is -0.2. What is the expected return of a portfolio where 40 percent of the capital is invested in stock A and 60 percent is invested in stock B? 07.4 O 12.7 O 10.2 O 12.3 O 12.9