You invest $20,000 in a portfolio comprising Stock Mango and Stock Apple, of which $15,000 is invested in Stock Mango. You are advised that the correlation between Stock Mange and Stock Apple is 0.95. The following portfolio details, including the expected return and standard deviation of each stock, are also provided: Rate of Return if State Occurs: Probability of State of Stock Mango Stock Apple Economy Recession 0.20 5% 20% Normal 0.50 20% 30% Boom ??? 60% 40% Expected Return Standard Deviation 29% 31% 21% 7%