Your client has $100,000 invested in stock A. She would like to build a three-stock portfolio by investing a other $100,000 in either stock B or stock or both. Information about Stock B and Stock C is provided in the table below. In addition, it is known that the correlation between Stock B and Stock C is equal -0.1. She would love to have a portfolio with an expected return of at least 13.5% and as low a risk as possible, but the stand- ard deviation must be no more than 40%. What do you advise her to do, and what will be the portfolio com- position, expected return, and standard deviation? Choices of Stocks Expected Return Standard Deviation Correlation with Stock A Stock A Stock B Stock C 15% 11% 13% 50% 35% 64% 1.0 0.3 0.5