Consider the following expected returns, volatilities, and correlations: Correlation Expected Standard with DukeCorrelation Correlation Stock Duke Ener Microsoft Wal-Mart Return Deviation Ene with Microsoft with Wal-Mart 14% 44% 5% 24% 14% 1.0 1.0 0.0 1.0 1.0 0.7 0.0 0.7 1.0 20) The expected return of a portfolio that is equally invested in Duke Energy and Microsoft is closest to! A)29% B) 29% C) 24% D) 23% 21) The volatility of a portfolio that is equally invested in Duke Energy and Microsoft is closest to: A)8% B)990 C) 11% D) 6% 22) The expected return of a portfolio that consists of a long position of $10,000 in Wal-Mart and a short position of $2000 in Microsoft is closest to: A) 21% B) 12% C) 27% D) 18% 23) The volatility of a portfolio that consists of a long position of $10,000 in Wal-Mart and a short position of $2000 in Microsoft is closest to: A)9% B) 14% C) 11% D) 12%