QUESTION 4 The expected return of stock A is 9% and its standard deviation is 1296. The expected return of stock Bis 14% and its standard deviation is 22%. Assuming the correlation between the returns of A and B is.2, what will be your expected return if you hold 309 of A and 70% of B? 0 11.596 O 12.596 O 1996 None of the above