Standard deviation of the portfolio with stock A is %. (Round to two decimal places.)

You have a portfolio with a standard deviation of 26% and an expected return of 18%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 25% of your money in the new stock and 75% of your money in your existing portfolio, which one should you add? Stock A Stock B Expected Return 12% Standard Deviation 22% Correlation with Your Portfolio's Returns 000 Standard deviation of the portfolio with stock A is 0.3 0.6 (Round to two decimal places.)