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You have a portfolio with a standard deviation of 30% and an expected return of 20%. You are considering adding one of the two stocks

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You have a portfolio with a standard deviation of 30% and an expected return of 20%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Stock A Stock B Standard Deviation 22% 19% Correlation with Your Portfolio's Returns 0.2 0.5 .... Standard deviation of the portfolio with stock Ais % (Round to two decimal places.)

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