Consider the following expected returns, volatilities, and correlations: Expected Return Stock Duke Energy Microsoft Wal-Mart Standard Correlation with Correlation with Correlation with Deviation Duke Energy Microsoft Wal-Mart 6% 1.0 0.0 -1.0 1.0 0.7 14% 0.0 0.7 1.0 - 1.0 23% The expected return of a portfolio that consists of a long position of $10,000 invested in Microsoft and a short position of $5,000 in Duke Energy is closest to: 74% 34% 24.67% 102%