Suppose General Motors stock has an expected return of 20% and a volatility of 40%, and Molson-Coors Brewing has an expected return of 14% and a volatility of 32%. If the two stocks are uncorrelated, a. What is the expected return and volatility of a portfolio consisting of 78% General Motors stock and 22% of Molson-Coors Brewing stock? b. Given your answer to (a), is investing all of your money in Molson-Coors stock an efficient portfolio of these two stocks? c. Is investing all of your money in General Motors an efficient portfolio of these two stocks? a. What is the expected return and volatility of a portfolio of 78% Ford Motor stock and 22% of Molson-Coors Brewing stock? The expected return of the portfolio is \%. (Round to two decimal places.) The volatility of the portfolio is 6 . (Round to two decimal places.) b. Given your answer to (a), is investing all of your money in Molson-Coors stock an efficient portfolio of these two stocks? (Select the best choice below.) A. Cannot determine from the given information. B. Yes. C. No