The correlation coefficient for AB is 0.3 The expected return of a portfolio with 30% in A and 70% in B would be: Write your answer as a percentage without the \% sign. For example, if your answer is 50%, enter 50 . Do not enter 0.50. The correlation coefficient for AB is 0.3 Consider a portfolio with 40% Stock A and 60% Stock B. If the correlation between stock A and Stock B rose to 0.6, the expected return for the portfolio would: The expected return will fall The expected return will remain the same The expected return will equal the risk-free rate The expected return will rise