QUESTION 4 Which portfolio would give us the highest return but the lowest standard deviation? (Hint: Do Not calculate it! Use concept to solve this.) A portfolio contains half of Stock Wand half of Stock-z. Stock-Wand Z both offer an 8% return and a 20% standard deviation, and the correlation between Wand Z is-0.1." A portfolio contains half of Stock Cand half of Stock-D. Stock - Cand D both offer an 8% return and a 20% standard deviation, and the correlation between C and Dis+0.1. A portfolio contains half of Stock X and half of Stock-Y. Stock - X and Y both offer in 8% return and a 20% standard deviation, and the correlation between X and Y IS "0." A portfolio contains half of Stock A and half of Stock-8. Stock - A and B both offer an 8% return and a 20% standard deviation, and the correlation between A and Bis *-0.5." A portfolio contains halt of Stock E and half of Stock F. Stock - E and F both offer an 8% return and a 20% standard deviation, and the correlation between E and Fis"+0.5