You own the portfolio below, what is your expected return? 7.2% 6.1% 1.9% 12.4% Question 13 10 The expected return on VZ next year is 12% with a standard deviation of 9%. The expected return on ANT next year is 5% with a standard deviation of 28%. The correlation between the two stocks is 0.3. If Emily makes equal investments in VZ and ANT, what is the standard deviation of her portfolio? 15.94% 10.64% 28.12% 8.97%