You have a portfolio with an expected return of 11% and a volatility of 34%. Stock XYZ has a correlation of 0.4 with your current portfolio, and has a volatility of 56%. The risk free rate is 4.5%. Calculate the minimum expected return required from Stock XYZ for you to consider adding it to your portfolio. 8.78% 7.47% 9.22% 7.90% 8.34%