1 Question 22 1 pts What is the standard deviation of returns for a portfolio constructed of 40% A and 60% C? Round your answer to three decimal places. TOL For the following two questions, consider the Normal distribution m of these stocks' historical return data. Assume that future return da be similar to the historical data. Stock mu sigma rho (Correlation Coef.) A 15% 35% A to B -15% B 10% 26% B to C 10% C 12% 20% A to C -30% ho Question 21 mynected yalue return for a portfolio constructed of al places