pointa A portfolio consists of 20 percent Stock A and percent Stock Stock A has a Bet of 1.5. an expected return of 40 percent, and a standard deviation of 20 percent. Stockhof expected return of 20 percent, and a standard deviation of percent. The correlation coefficient of returns between Stocks A and B KOS What is the standard deviation of the per O 0.7558 0.6609 0.6690 0.7585 None of the listed choices is correct