Consider the following expected returns, volatilities, and correlations: Expected Return Standard Deviation Correlation with Duke Energy Correlation Correlation with Microsoft with Wal-Mart In mictoft with watoare Stock Duke Energy Microsoft Wal-Mart -1.0 14% 44% 23% 6% 24% 1.0 -1.0 0.0 1.0 0.0 0.7 1.0 14% 0.7 6) Calculate 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. (1 mark)