Your client has $$96,000$ invested in stock A$.$ She would like to build a two$-$stock portfolio by investing another $$96,000$ in either stock B or C$.$ She wants a portfolio with an expected return of at least $14\mathrm{.}0\%$ and as low a risk as possible, but the standard deviation must be no more than $40\%.$ What do you advise her to do$,$ and what will be the portfolio expected return and standard deviation?

$\backslash$table$[[,$Expected Return,Standard Deviation,Correlation with A$],[$A$,16\%,46\%,1\mathrm{.}00],[$B$,12\%,38\%,0\mathrm{.}12],[$C$,120\%,20\%,n2$