Use the following information for stock ROCK and stock ROLL: ETROCK-.11 Sprock20 ETROL).15 SD rol=25 Correlation coefficient=.85 Find the expected return of a portfolio with 40% ullocated to stock ROCK and 60% ulloonted to stock 04 A. 0.48736 ROLL B. 0.134 C. 0.22203 D. 0.12121 Find the standard deviation of a portfolio with 40% allocated to stock ROCK und 80% allocated to stock ROLL Find the Sharpe ratio of this new portfolio E 0.25 F 0.29912 6.0.33333 H. 0.0493 L 0.42336 Moving to another question will save this response ArRook Air