You are designing a 'naive' portfolio comprising only shares of Coca-Cola and McDonalds. The expected return on McDonalds stock is 8% and the expected return on McDonalds is 10%. What is the expected return on this portfolio? a. 10% b. 12% c. 9% d. 8% What is the standard deviation of a portfolio that includes 35% of Amazon stock and 65% of Facebook stock, given that: (i) the standard deviation of Amazon returns is 25% (ii) the standard deviation of Facebook stock is 15%, and (iii) the correlation coefficient between the two stocks is 0.72 ? a. 17.16% b. 17.89% c. 18.02% d. 18.45% You are designing a 'naive' portfolio comprising only shares of Coca-Cola and McDonalds. The expected return on McDonalds stock is 8% and the expected return on McDonalds is 10%. What is the expected return on this portfolio? a. 10% b. 12% c. 9% d. 8% What is the standard deviation of a portfolio that includes 35% of Amazon stock and 65% of Facebook stock, given that: (i) the standard deviation of Amazon returns is 25% (ii) the standard deviation of Facebook stock is 15%, and (iii) the correlation coefficient between the two stocks is 0.72 ? a. 17.16% b. 17.89% c. 18.02% d. 18.45%