Question 25 1 pts The S&P 500 stock market index has an expected return of 12% and a standard deviation of return of 20%. The expected dollar return and standard deviation of dollar return of investing in the Japanese Nikkei stock market index are 8% and 20%, respectively. The correlation between the dollar returns of these two indices is 0.55. If an investor decides to invest 25% of her portfolio in the S&P 500 and the other 75% in the Nikkei, the expected return and standard deviation of the portfolio are respectively: 9% and 18.23% 12% and 19.61% 9% and 20% 10% and 17.61%