Suppose each stock in Isabella's portfolio has a correlation coefficient of 0.40 (p = 0.40) with each of the other stocks. The market's average standard deviation is approximately 20%, and the weighted average of the risk of the individual securities in the partially diversified four-stock portfolio is 42% if 40 additional, randomly selected stocks with a correlation coefficient of 0.30 with the other stocks in the portfolio were added to the portfolio, what effect would this have on the portfolio's standard deviation (o,)? It would decrease gradually setting at about 0% It would stay constant at 42% It would gradually settle at approximately 506 It would gradually settle at approximately 20% Glade New Save A Continue