Please assist with the Second Portion of the problem.

Andre is an amateur investor who holds a small portfolio consisting of only four stocks. The stock holdings in his portfolio are shown in the following table: Standard Percentage of Expected Stock Portfolio Return Deviation 26.00% Artemis Inc. 20% 8.00% Babish & Co. 30.00% 30% 14.00% Cornell Industries 33.00% 13.00% 35% 35.00% Danforth Motors 15% 5.00% What is the expected return on Andre's stock portfolio? 8.33% O 16.65% O 11.10% O 14.99% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.40 (p 0.40) with each of the other stocks. The market's average standard deviation is approximately 20%, and the weighted average of the risk of the individual securities in the partially diversified four-stock portfolio is 31%. If 40 additional, randomly selected stocks with a correlation coefficient of 0.30 with the other stocks in the portfolio were added to the portfolio, what effect would this have on the portfolio's standard deviation (op)? O It would gradually settle at approximately 20%. O It would gradually settle at approximately 50% O It would gradually settle at about 35%. O It would stay constant at 31%