Question 13 1 pts Standard deviation of the returns for Stock Ais 0.85. Whereas returns for Stock B have a standard deviation of 0.55. The covariance between the stocks' returns is 0.30. The variance of a portfolio composed of 40% of Stock A and 60% of Stock Bis 0.3464 0.3796 0.3685 0.3538 0.3759