5. Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Expected Return Standard Deviation Correlation with Duke Energy Correlation Correlation with Microsoft with Wal-Mart Stock Duke Energy Microsoft Wal-Mart 14% 44% 23% 6% 24% 14% 1.0 -1.0 0.0 -1.0 1.0 0.7 0.0 0.7 1.0 a. The expected return of a portfolio that is equally invested in Duke Energy and Microsoft is closest to: b. The volatility of a portfolio that is equally invested in Duke Energy and Microsoft is closest to