Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Correlation Correlation Expected Standard Correlation with with Return Deviation with Delta Google Facebook Delta 5% 10% 1.0 -0.5 -0.2 Google 40% 19% -0.5 1.0 0.7 Facebook 30% 21% -0.2 0.7 1.0 The expected return of a portfolio that consists of a long position of $6000 in Facebook, a long position of $2000 in Google, and a short position of $4000 in Delta is closest to: 60.0% 23.3% 25.0% 72.5% 30.0%