Use the table for the question(s) below Consider the following expected returns, volatilities, and correlations Stock Duke Energy Microsoft Wal-Mart Expected Return 14% 44% 23% Standard Deviation 6% 24% 14% Correlation with Correlation with Correlation with Duke Energy Microsoft Wal-Mart 1.0 -1.0 0.0 -10 10 0.7 0.0 0.7 10 The expected retum of a portfolio that consists of a long position of 510.000 in Wal-Mart and a short position of S2000 in Microsoft is closest to A 21% OB 12% OC 27% OD 18%