You are considering two stocks with the following characteristics: Expected return of stock 1(1)=0.17. Expected return of stock 2(2)=0.07. Standard deviation of stock 1 's returns (1)=0.07 Standard deviation of stock 2 's returns (2)=0.03, and Covariance between the rates of returns of stock 1 and stock 2(21 or 21)=0.07 If you invest 0.12 percent of your total investment on stock 1 and 0.88 percent on stock 2 , what would be the expected mean of the portfolio consisting of these two stocks? 6.97% 7.79% 7.38% 8.2% 9.02%