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Standard deviation of the portfolo with stock A is 8. (Found to Two decimal plsces.) The expected retum of the partfolio with stock B is 4. (Round to one decimal place) You want to invest 544,000 in a portlolio with a beta of no more than 1.4 and an expected return of 13 . .\$. Bxy Corp, has a beta of o.9 and an expected retim of 10.3% and Cif ine has a beta of 1.8 and an expectnd fetum of 16.6%. The risk-free rate is 4%. Is it possible to create this pertblo investing in Bay Corp. and Cily inc ? if bo, how much wit you invest in each? Select the correct choice and, if necessary, fil in the answer boses to complebe your choice. A. It is possible to create the portlolio by investing 5 in Boy Corp. and 5 in Ciy ine. (Round to the nearest cent.) B. It is not possibla to create the portfolio. Using the data in the folowing table, and the fact that the corretation of A and B is 0.23, calculate the velatizy (standard deriation) of a portfolio that is 708 inwesled in atock. A and scsk irrested in stock 8. (Click on the following icon in order to copy its contents into a spresdsheet) The standard deviation of the portiolio is s. (Round to two decimal places.)