D For the following two questions, consider the Normal distribution model of these stocks' historical return data. Assume that future return data will 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% IC 12% 20% AtoC -30% Question 21 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. Question 22 1 pts What is the expected value return for a portfolio constructed of 30% A, 45% B and 25% C? Round your answer to three decimal places