Question 9 1 Point As a fund manager, you want to construct a portfolio containing three types of stocks: Tesco, Asda and Morrison. Below you are given the expected annual returns and the annual standard deviations for three stocks Tesco, Asda and Morrison, as well as the variance-covariances between stock returns and the weights of each stock in your portfolio, P: Stock Return Standard deviation Portfolio weighting Tesco 20% 10% 50% Asda 30% 20% 30% Morrison 10% 5% 20% Variance-Covariance matrix Tesco Tesco 100 Asda Morrison Asda 160 400 Morrison 30 30 25 Calculate the annual portfolio return and the portfolio standard deviation. A 20%;11.67% B 21%:10.94% 21%:11.67% D 20%; 10.94%