Question 1 4 pts Capitial Investment hired a new analyst Jack Lee to evaluate a portfolio consisting of two stocks, Meta Platforms Inc (FB) and Walmart Inc (WMT). After exercising due diligence, Jack forecasts FB stock has an expected return of 15% and standard deviation of 25%, while WMT stock has an expected return of 10% and standard deviation of 20%. The correlation coefficient between stock returns of FB and WMT is 0.4 and risk-free rate is 3%. If FB stock comprises 40% of the portfolio, while WMT stock comprises 60% of the portfolio. The expected return of this portfolio will be 13.0% 12.5% 11.5% 12.0% Next