Returns to Stocks A and B: Return to Stock A Return to Stock B 8.5% 2016 b012 10.0% 11.59 2018 10.09 16.00 13.09 13.09 2.449594 10.09 Expected Return Standard Deviation 1.22479 Using the table above and the covariance (or correlation coefficient) from the previous question for Stocks A and B, determine the standard deviation of an equally weighted portfolio of the two assets. The standard deviation of the portfolio is: A. Between 0% and 0.5% B. Between 0.5% and 1% C. Between 1 and 1.5% D. Between 1.5% and 2 E. Between 29 and 25% w QUESTION 20 Assume that the average variance of return for an individual security is 50 and that the average covanance is 10. What is the difference between the expected variance of an equally weighted portfolio of 10 securities and that of an equally weighted portfolio of 100 securities? O A Less than 25 B. Between 2.5 and 35 OC. Between 3.5 and 4.5 OD Greater than 4.5