QUESTION 14 In a fully invested portfolio consisting of stocks A and B, a perfectly negative correlation coefficient between A and B (ie, rho of AB is equal to 10) means the risk of the portfolio will always be zero. True False QUESTION 15 Stock Xillow has an expected return of 16% and a standard deviation of 4%. Stock Yash has an expected return of 12% and a standard deviation of 3%. Assume you have constructed a portfolio consisting of 75% weight in Stock Xillow and 25% in Stock Yash. Furthermore assume that the stocks have a correlation coefficient of -0.3. What is the standard deviation of the portfolio? O A Less than 2% O B. Greater than or equal to 2% and less than 25% OC. Greater than or equal to 2.5% and less than 3% D. Greater than or equal to 3% and less than 3.5% E. Greater than or equal to 3.5%