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 coeffici 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: OA) 6.2% B) 5.5% C) 6.5% D) 6.0% Clear selection