You are considering two stocks with the following characteristics: Expected return of stock 1(1)=0.12. Expected return of stock 2(2)=0.04, Standard deviation of stock 1 's returns (1)=0.06, Standard deviation of stock 2 's retums (2)=0.02, and Covariance between the rates of returns of stock 1 and stock 2(212121)=0.06. If you invest 0.19 percent of your total investment on stock 1 and 0.81 percent on stock 2 , what would be the expected mean of the portfolio consisting of these two stocks? 6.072% 5.52% 4.968% 4.692% 5.244%