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The investor is presented with the two following stocks and she chooses to invest 40% of her portfolio in stock A. Which of the following

The investor is presented with the two following stocks and she chooses to invest 40% of her portfolio in stock A. Which of the following statements is correct if the correlation between the stocks is 1?

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The investor is presented with the two following stocks and she chooses to invest 40% of her portfolio in stock A. Stock A Stock B Expected Return 15% 20% Standard Deviation 30% 40% Which of the following statements is correct if the correlation between the stocks is 1? A. The expected return of the portfolio is 18% B. The standard deviation of the portfolio is 35% C. The standard deviation of the portfolio is 27% D. Both A and B are correct

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