The portfolios for Jeff and Betty are shown below. (7 marks) Jeff's Portfolio Portfolio Security Return Stock A 10% Stock B 16% Stock C 23% Probability 25% 30% 45% Betty's Portfolio Security Return Standard deviation Proportion of Portfolio Stock AA 15% 12% 60% Stock BB 9% 7% 40% Correlation between stocks = 0.3 Choose Any portfolio (Jeff's or Betty's) and calculate: (1) The expected return on the portfolio (11) The standard deviation of the portfolio [2 marks]