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You have a portfolio with a standard deviation of 22% and an expected return of 19%. You are considering adding one of the two stocks

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You have a portfolio with a standard deviation of 22% and an expected return of 19%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return 13% 13% Standard Deviation 25% 18% Correlation with Your Portfolio's Returns 0.2 0.7 Stock A Stock B Standard deviation of the portfolio with stock A is %. (Round to two decimal places.)

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