Stock P has an expected return of 10.4% per year and a standard deviation of expected return of 19.9% per year. Stock Q has an expected return of 9.7% per year and a standard deviation of expected return of 16.8% per year. The correlation coefficient for the expected returns of the two stocks is 0.27. What is the standard deviation of the expected return for a portfolio that consists of 50% stock P and 50% stock Q? 1) 14.7% 2) 12.9% 3) 13.8% 4) 13.2% 5) 14.2%