Stock ABC has an expected return of 5% and a standard deviation equal to 25% while stock XYZ has an expected return of 7% and a standard deviation of 35%. The correlation coefficient of these 2 stocks' returns is equal to 0.2. You wish to diversify and hold 40% of ABC and 60% of XYZ in your portfolio. What is your portfolio's expected return: A) 6.2% OB) 5.5% C) 6.5% OD) 6.0% Clear selection Question 25 of 25 Points: 1 What would be your portfolio's standard deviation A) 31.00 B) 25.53 C) 25.00 D) 24.53 Clear selection