Stocks X and Y have the following distribution of expected returns for Periods 1-5. Periods Stock X Stock Y 1 9 11 2 8 13 3 7 16 4 5 13 5 5 11 7 Avg Return 8.00 12.00 St. Dev. 2.00 3.00 What is the risk of an equally weighted portfolio of the assets X and Y? Less than or equal to 1% Greater than 1% and less than or equal to 2% Greater than 2% and less than or equal to 3% Greater than 3% and less than or equal to 4% Stocks X and Y have the following distribution of expected returns for Periods 1-5. Periods Stock X Stock Y 1 9 11 2 8 13 3 7 16 4 5 13 5 5 11 7 Avg Return 8.00 12.00 St. Dev. 2.00 3.00 What is the risk of an equally weighted portfolio of the assets X and Y? Less than or equal to 1% Greater than 1% and less than or equal to 2% Greater than 2% and less than or equal to 3% Greater than 3% and less than or equal to 4%