Stock M has an expected return of 9.4% per year and a standard deviation of expected return of 17.9% per year. Stock N has an expected return of 11.2% per year and a standard deviation of expected return of 23.1% per year. The correlation coefficient for the expected returns of the two stocks is 0.63. What is the standard deviation of the expected return for a portfolio that consists of 30% stock M and 70% stock N? 1) 21.3% 2) 20.0% 3) 18.0% 4) 17.5% 5) 19.2% 740