Questions 11-12 are based on the following information Christ invests in a portfolio consisting of three stocks A, B, and C. Their risk, return, and investment amount are listed below. stock risk (standard deviation) return investment amount A 0.6 3% 20 B 0.7 5% 30 0.8 4% 50 correlation coefficient between A and 0.2 B- correlation coefficient between B and 0.5 correlation coefficient between A and 0.3 MacBook Pro G Search or type URL * # $ % A & question 11 What is the portfolio return? none of the above 5.1% 45% 6.5%