Question 4 1 pts You have two stocks in your portfolio, A and B. Stock A has an expected return of 8% and volatility (measured in standard deviations) of 25%. Stock B has an expected return of 6% and volatility (measured in standard deviations) of 18%. Stock A and B have a correlation of 0.2. 45% of your portfolio is invested in A. What is the portfolio expected return and volatility (measured in standard deviations)? E(R) 6.9%, StDev = 16.4% O E(R) 6.9%, StDev = 22.3% = OE(R) 7.6%, StDev = 14.1% == OE(R) 7.6%, StDev = 22.3% OE(R) 6.2%, StDev = 16.4% =