Stock Standard Deviation Percentage of Portfolio 20% Expected Return 6.00% 23.00% 14.00% 27.0096 Artemis Inc. Babish & Co. Cornell Industries Danforth Motors 30% 35% 12.00% 30.00% 15% 5.00% 32.00% The expected return on Lorenzo's stock portfolio is 10.35% Suppose each stock in the preceding portfolio has a correlation coefficient of 0.4 (p = 0.4) with each of the other stocks. If the weighted average of the risk (standard deviation) of the individual securities in the partially diversified portfolio of four stocks is 28%, the portfolio's standard deviation ( op) most likely is 28%