Question 3 2.5 pts You are considering two stocks with the following characteristics: Expected return of stock 1 (H2) = 0.12 Expected return of stock 2 (H2) = 0.04. Standard deviation of stock 1's returns (01) - 0.07. Standard deviation of stock 2's returns (02) -0,03, and Covariance between the rates of returns of stock 1 and stock 2 (021 or 021) = 0.07. If you invest 0.22 percent of your total investment on stock 1 and 0.78 percent on stock 2, what would be the expected mean of the portfolio consisting of these two stocks? 6.336 % 5.76 % 5.472 96 4.896 % 5.184 %