Question 20 072 pts Stocks P and Q has the expected return and standard deviation as follows: Expected return Standard Deviation Stock P 12% 15% Stock Q 16% 25% The returns on the two stocks are perfectly positively correlated. What is the expected return of a constructed portfolio such that the standard deviation of the portfolio return is 30%? c) 30.0% a) 14.0% e) Not sufficient information d) 45.0% b) 18.0% Question 20 072 pts Stocks P and Q has the expected return and standard deviation as follows: Expected return Standard Deviation Stock P 12% 15% Stock Q 16% 25% The returns on the two stocks are perfectly positively correlated. What is the expected return of a constructed portfolio such that the standard deviation of the portfolio return is 30%? c) 30.0% a) 14.0% e) Not sufficient information d) 45.0% b) 18.0%